mq: Estimate moving quantile effects
In mpiktas/mqmod: tools for estimating moving quantile effects in time series models
Description
Usage
Arguments
Value
Author(s)
Description
Estimate moving quantile effects for given time series
Usage
1
Arguments
x
data, a time series object.
k
number of lags to use for calculating quantiles,
a number.
quant
quantiles to include in the model, a vector
of values between zero and 1.
xreg
additional regressors, not supported
Value
mq object
Author(s)
Vaidotas Zemlys
mpiktas/mqmod documentation built on May 23, 2019, 6:31 a.m.
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Description Usage Arguments Value Author(s)
Description
Estimate moving quantile effects for given time series
Usage
1 |
Arguments
x |
data, a time series object. |
k |
number of lags to use for calculating quantiles, a number. |
quant |
quantiles to include in the model, a vector of values between zero and 1. |
xreg |
additional regressors, not supported |
Value
mq object
Author(s)
Vaidotas Zemlys
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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