QRMonQuantileRegressionFit: Quantile regression function basis fit.

In antononcube/QRMon-R: Quantile Regression Monad

Description

Finds the quantile regression objects for the specified quantile probabilities using a specified formula.

Usage

QRMonQuantileRegressionFit(
  qrObj,
  formula,
  probabilities = c(0.25, 0.5, 0.75),
  ...
)

Arguments

qrObj	An QRMon object.
formula	A formula.
probabilities	A numeric vector with quantile probabilities.
...	Arguments for quantreg::rq.

Details

The formula has to use "Value" and "Regressor". For example: Value ~ sin(1+3*Regressor). The obtained regression objects are assigned/appended to qrObj$RegressionObjects. For more computational details see quantreg::rq.

Value

A QRMon object.

See Also

Other Regression functions: QRMonPickPathPoints(), QRMonPredict(), QRMonQuantileRegression(), QRMonSeparateToFractions(), QRMonSeparate()

antononcube/QRMon-R documentation built on July 26, 2021, 1:07 p.m.