This function plots quantile regression lines from GLD.lm and one of fun.gld.slope.vary.int.fixed, fun.gld.slope.fixed.int.vary, fun.gld.slope.fixed.int.vary.emp, fun.gld.all.vary.emp, fun.gld.all.vary, fun.gld.slope.vary.int.fixed.emp, GLD.quantreg.
The GLD quantile regression can be: 1) Fixed intercept, allowing all other coefficients to vary, 2) Only intercept is allowed to vary and 3) All coefficients can vary. Minimisation is achieved numerically through least squares between the proportion of estimated GLD error distribution below zero versus the specified quantile for parametric approach. For non parametric approach, minimisation is achieved using a least squares approach to find a q-th quantile GLD line such that the percentage of observations below the line corresponds to the q-th quantile.
● Data Source:
CranContrib
● Keywords: model
● Alias: GLD.quantreg
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1 images
The function is an extension of GLD.lm and defaults to 1000 simulation runs, coefficients and statistical properties of coefficients can be plotted as part of the output.
● Data Source:
CranContrib
● Keywords: model
● Alias: GLD.lm.full
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1 images
Owing to the rich shapes of GLDs, GLD standard/quantile regression is a competitive flexible model compared to standard/quantile regression. The proposed method has some major advantages: 1) it provides a reference line which is very robust to outliers with the attractive property of zero mean residuals and 2) it gives a unified, elegant quantile regression model from the reference line with smooth regression coefficients across different quantiles. The goodness of fit of the proposed model can be assessed via QQ plots and the Kolmogorov-Smirnov test, to ensure the appropriateness of the statistical inference under consideration. Statistical distributions of coefficients of the GLD regression line are obtained using simulation, and interval estimates are obtained directly from simulated data.
● Data Source:
CranContrib
● Keywords: model
● Alias: GLDreg, GLDreg-package
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2 images
A simple transformation of altering the location of RS/FKML GLD so that the theoretical mean is altered to the level specified. Only the first parameter of RS/FKML GLD is altered.
Similar to lm, this function fits a linear model using RS/FKML GLDs and assess the goodness of fit of GLD with respect to the data via qq plot and Kolmogorov-Smirnoff test.
● Data Source:
CranContrib
● Keywords: model
● Alias: GLD.lm
●
1 images
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