rq.fit
(Package: quantreg) :
Function to choose method for Quantile Regression
Function to choose method for quantile regression
● Data Source:
CranContrib
● Keywords: regression
● Alias: rq.fit
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This is a lower level routine called by rq() to compute quantile regression methods using the Frisch-Newton algorithm.
● Data Source:
CranContrib
● Keywords: regression
● Alias: rq.fit.fnb
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dither
(Package: quantreg) :
Function to randomly perturb a vector
With malice aforethought, dither adds a specified random perturbation to each element of the input vector, usually employed as a device to mitigate the effect of ties.
● Data Source:
CranContrib
● Keywords: manip
● Alias: dither
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lprq
(Package: quantreg) :
locally polynomial quantile regression
This is a toy function to illustrate how to do locally polynomial quantile regression univariate smoothing.
● Data Source:
CranContrib
● Keywords: robust, smooth
● Alias: lprq
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The fitting method implements the smoothly clipped absolute deviation penalty of Fan and Li for fitting quantile regression models. When the argument lambda is a scalar the penalty function is the scad modified l1 norm of the last (p-1) coefficients, under the presumption that the first coefficient is an intercept parameter that should not be subject to the penalty. When lambda is a vector it should have length equal the column dimension of the matrix x and then defines a coordinatewise specific vector of scad penalty parameters. In this case lambda entries of zero indicate covariates that are not penalized. There should be a sparse version of this, but isn't (yet).
● Data Source:
CranContrib
● Keywords: regression
● Alias: rq.fit.scad
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bandwidth.rq
(Package: quantreg) :
bandwidth selection for rq functions
function to compute bandwidth for sparsity estimation
● Data Source:
CranContrib
● Keywords: regression
● Alias: bandwidth.rq
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print.summary.rq
(Package: quantreg) :
Print Quantile Regression Summary Object
Print summary of quantile regression object
● Data Source:
CranContrib
● Keywords: regression
● Alias: print.summary.rq, print.summary.rqs
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sfn.control
(Package: quantreg) :
Set Control Parameters for Sparse Fitting
Auxiliary function for setting storage dimensions and other parameters rq.fit.sfn[c]
● Data Source:
CranContrib
● Keywords: utilities
● Alias: sfn.control
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latex.table
(Package: quantreg) :
Writes a latex formatted table to a file
Automatically generates a latex formatted table from the matrix x Controls rounding, alignment, etc, etc
● Data Source:
CranContrib
● Keywords: utilities
● Alias: latex.table
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boot.rq
(Package: quantreg) :
Bootstrapping Quantile Regression
These functions can be used to construct standard errors, confidence intervals and tests of hypotheses regarding quantile regression models.
● Data Source:
CranContrib
● Keywords: regression
● Alias: boot.rq, boot.rq.mcmb, boot.rq.pwy, boot.rq.spwy, boot.rq.wxy, boot.rq.xy
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providing 
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