The package discreteQ implements the procedures developed and applied in the research paper "Generic inferenc on quantile and quantile effect functions for discrete outcomes" written by Victor Chernozhukov, Ivan FernandezVal, Blaise Melly and Kaspar Wüthrich. The command provides uniform bands for three different cases: (i) for the unconditional quantile function of an outcome variable, it implements the algorithm defined in Appendix B of the paper; (ii) for the quantile treatment effect of a binary treatment variable, it implements the algorithm used in the first application (Section 4.3); (iii) for the decomposition of the difference between the quantile functions of two groups, it implements the algorithm used in the second application (Section 4.4). All procedures are valid for discrete, continuous and mixed dicretecontinuous outcomes. See the paper for the precise definition of the estimators and their statistical properties.
Package details 


Maintainer  Blaise Melly <[email protected]> 
License  MIT + file LICENSE 
Version  0.1.0 
URL  http://github.com/bmelly/discreteQ 
Package repository  View on GitHub 
Installation 
Install the latest version of this package by entering the following in R:

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