Man pages for be-green/quantspace
Quantile Regression via Quantile Spacing
| addMissingSpecColumns | Add missing columns for specification |
| all_match | check if all values of two vectors match |
| avg_spacing | Computes means for various slices of a regression_spec by... |
| bin_along_range | Bin a variable along a range |
| bootstrapRows | Function that fully bootstraps rows |
| capture_output | Capture print output |
| check_algorithm | Check if algorithm exists |
| coef.qs | Method for getting coefficients from fitted qs model |
| collapse_correctly | helper function, collapse using correct method |
| columns_match_vector | Check which rows of a matrix match a whole vector |
| csrToDgc | Convert SparseM row compressed matrix to Matrix dgC matrix |
| cub_root | Find cube root of the form ax^3 + bx^2 + cx + d=0 |
| cub_root_deriv | Derivative of a cubic root |
| cub_root_select | Find cube root of the form ax^3 + bx^2 + cx + d=0 |
| cub_root_select_rconics | Calculate cubic roots using the Rconics package |
| defcombine | helper function, borrowed from foreach |
| denseMatrixToSparse | Convert matrix to a SparseM csr matrix |
| distributional_effects | Calculate distributional effects |
| do_matched_call | run function only with arguments that match the arguments for... |
| dot-onAttach | Set bootstrap cores on load + welcome messages |
| ensureSpecFullRank | Ensure that a regression specification is full rank |
| eval_CDF | Evaluate CDF given quantiles and residuals |
| eval_density_R | A function to evaluate the quantile or density of given data... |
| eval_PDF | Evaluate PDF given quantiles and residuals |
| eval_Quantiles | Evaluate CDF given quantiles and residuals |
| fit_approx_quantile_model | Compute quantile regression via accelerated gradient descent... |
| fit_lasso | Fit a quantile regression w/ a lasso penalty |
| fit_penalize_approx_quantile_model | Compute quantile regression via accelerated gradient descent... |
| fitQuantileRegression | Estimate a single quantile regression |
| getColNums | Get column numbers given starting values and regression... |
| getCores | Get user defined cores |
| get_intercept | Finds which column of X has the intercept term |
| get_marginal_effects | Calculates the marginal effects of an N x p matrix... |
| getRank | Computes the rank of a matrix. Outputs consistent results... |
| getRows | Function which gets resampled rows |
| get_strata | Get clusters for subsampling given a formula |
| get_underlying | Get the data inside the s4 slot of this sparse matrix class |
| getWeights | Function that returns the correct weights for weighted... |
| glob_obs_mat | Glob observations w/ residuals above a certain magnitude |
| glob_obs_vec | Glob observations w/ residuals above a certain magnitude |
| inv | Inverse of a matrix, but catches the error |
| lasso_cv_search | Search for optimal lambda via cross-validation |
| leaveRows | Function that doesn't reorder rows (for weighted bootstrap) |
| makePlan | Make a plan for the future parallel backend |
| make_se_mat | Make matrix into a "standard error" matrix |
| map_parallel | Map a function along a list in parallel |
| map_rows_parallel | Map a function along rows of a matrix or data.frame |
| marginal_effects | Get all marginal effects of variables in the fit |
| matrixTocsc | Convert Matrix Sparse Matrix to SparseM row compressed matrix |
| matrixTocsr | Convert Matrix Sparse Matrix to SparseM row compressed matrix |
| me | Get marginal effects at a set of levels for the covariates |
| mice-helpers | Imputation function to be used with the mice package |
| na_if_null | return NA if argument is null |
| pad_strings | Pad vector of strings based on longest length |
| plot.distributional_effects | Visualize distributional effects |
| post_processed_grad_descent | Smoothed Quantile Regression with Post-Processing |
| predict.qs | Predict quantiles given fitted spacings model |
| print.qs | Print qs summary |
| print.qs_me | Print method for quantspace marginal effects |
| print.qs_summary | Print qs summary |
| printWarnings | Generate warning messages for regression model |
| qr_drop_colinear_columns | Drop Colinear Columns from dense matrix |
| qs | Compute quantile regressions via quantile spacings |
| qs_control | Control quantreg_spacing parameters |
| q_spline_R | Computes the tail parameters and the second derivatives given... |
| quad_form | Quadratic form of the cubic polynomial |
| quantreg_spacing | Lower level function which calculates the quantile spacing... |
| randomly_assign | Randomly assign fold ids |
| regressResiduals | Runs quantile regression on residuals of the model... |
| reorder_coefficients | Reorder coefficients in case intercept wasn't the first term |
| repMat | For copying matrices as in Matlab (works for sparse matrices) |
| rescale_coefficients | Rescale coefficients estimated on scaled data to match... |
| residuals.qs | Method for getting residuals from fitted qs model |
| rho | Function for calculating Pseudo-R^2 values Evaluates the... |
| round_if | Round if x is numeric, otherwise don't |
| rq.fit.agd | Quantile Regression approximated w/ huber loss |
| rq.fit.br | Version that complies with more general requirements |
| rq.fit.lasso | Quantile Regression w/ Lasso Penalty |
| rq.fit.post_lasso | Quantile Regression w/ Lasso Penalty |
| rq.fit.sfn | Version that complies with more general requirements |
| rq.fit.sfn_start_val | Sparse Regression Quantile Fitting with Weights |
| rq.fit.two_pass | Quantile regression approximated w/ huber loss followed by... |
| scale_for_lasso | Scale matrix for lasso regression |
| se_control | Control standard_errors parameters |
| seq_quant | For sequencing along probabilities |
| spacings_to_quantiles | Compute quantiles given parameter coefficients and data |
| sparse_qr_drop_colinear_columns | Drop Colinear Columns from sparse matrix |
| spDiag | Create sparse diagonal matrix with vector x on diagonal |
| splint_R | A function to conduct the interpolation given data and fitted... |
| spSums | Return column sums of matrix |
| standard_errors | Computes standard errors for the quantile regression spacing... |
| subsampleRows | Function that fully bootstraps rows |
| summary.qs | creates a table of summary output for a qs object |
