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Last data update: 2014.03.03

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R Release (3.2.3)
CranContrib
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Results 251 - 260 of 182600 found.
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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
● 0 images

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
● 0 images

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
● 0 images

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
● 0 images

rqss.object (Package: quantreg) : RQSS Objects and Summarization Thereof

Functions to reveal the inner meaning of objects created by rqss fitting.

● Data Source: CranContrib
● Keywords: regression, robust, smooth
● Alias: AIC.rqss, fitted.rqss, logLik.rqss, print.rqss, resid.rqss, rqss.object
● 0 images

rq.fit.lasso (Package: quantreg) :

The fitting method implements the lasso penalty of Tibshirani for fitting quantile regression models. When the argument lambda is a scalar the penalty function is the 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 lasso 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.lasso
● 0 images

kuantile (Package: quantreg) : Quicker Sample Quantiles

The function 'kuantile' computes sample quantiles corresponding to the specified probabilities. The intent is to mimic the generic (base) function 'quantile' but using a variant of the Floyd and Rivest (1975) algorithm which is somewhat quicker, especially for large sample sizes.

● Data Source: CranContrib
● Keywords: univar
● Alias: kselect, kuantile, kunique
● 0 images

rq.fit.br (Package: quantreg) :

This function controls the details of QR fitting by the simplex approach embodied in the algorithm of Koenker and d'Orey based on the median regression algorithm of Barrodale and Roberts. Typically, options controlling the construction of the confidence intervals would be passed via the ...{} argument of rq().

● Data Source: CranContrib
● Keywords: regression
● Alias: rq.fit.br
● 0 images

rearrange (Package: quantreg) : Rearrangement

Monotonize a step function by rearrangement

● Data Source: CranContrib
● Keywords: regression
● Alias: rearrange
● 0 images

QTECox (Package: quantreg) : Function to obtain QTE from a Cox model

Computes quantile treatment effects comparable to those of crq model from a coxph object.

● Data Source: CranContrib
● Keywords: survival
● Alias: QTECox
● 0 images