EMPIRqua.regress2: Quantile Regression of the Grid of the Bivariate Empirical...

In wasquith/copBasic: General Bivariate Copula Theory and Many Utility Functions

Quantile Regression of the Grid of the Bivariate Empirical Copula for U with respect to V

Description

Generate quantile regression from the gridded inversion of the bivariate empirical copula of U with respect to V.

Usage

EMPIRqua.regress2(f=0.5, v=seq(0.01,0.99, by=0.01), empinv=NULL,
                  lowess=FALSE, f.lowess=1/5, ...)

Arguments

f	The nonexceedance probability F to perform regression at and defaults to median regression F=1/2;
v	A vector of v nonexceedance probabilities;
empinv	The grid from EMPIRgridderinv;
lowess	Perform lowess smooth on the quantile regression using the smooth factor of f=f.lowess;
f.lowess	Smooth factor of almost the same argument name fed to the lowess() function in R;
...	Additional arguments to pass.

Value

The gridded values of the quantile regression of U with respect to V.

Author(s)

W.H. Asquith

See Also

EMPIRgridderinv2, EMPIRqua.regress, EMPIRmed.regress, EMPIRmed.regress2

Examples

# See examples under EMPIRqua.regress

wasquith/copBasic documentation built on Dec. 13, 2024, 6:39 p.m.