This function fits a linear model by recursive least squares. It is a utility routine for the khmaladzize function of the quantile regression package.
● Data Source:
CranContrib
● Keywords: methods
● Alias: lm.fit.recursive
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Defunct Function to produce a table of quantile regression results for a group of specified quantiles. See rq which now permits multiple taus.
● Data Source:
CranContrib
● Keywords: regression
● Alias: latex.table.rq, plot.table.rq, table.rq
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These are objects of class rq.process. They represent the fit of a linear conditional quantile function model.
● Data Source:
CranContrib
● Keywords: regression
● Alias: rq.process.object
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Returns an object of class "rq" "rqs" or "rq.process" that represents a quantile regression fit.
● Data Source:
CranContrib
● Keywords: regression
● Alias: rq
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rq.fit.hogg
(Package: quantreg) :
weighted quantile regression fitting
Function to estimate a regression mmodel by minimizing the weighted sum of several quantile regression functions. See Koenker(1984) for an asymptotic look at these estimators. This is a slightly generalized version of what Zou and Yuan (2008) call composite quantile regression in that it permits weighting of the components of the objective function and also allows further linear inequality constraints on the coefficients.
● Data Source:
CranContrib
● Keywords: regression, robust
● Alias: rq.fit.hogg
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srisk
(Package: quantreg) :
Markowitz (Mean-Variance) Portfolio Optimization
This function estimates optimal mean-variance portfolio weights from a matrix of historical or simulated asset returns.
● Data Source:
CranContrib
● Keywords: regression
● Alias: srisk
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nlrq.control
(Package: quantreg) :
Set control parameters for nlrq
Set algorithmic parameters for nlrq (nonlinear quantile regression function)
● Data Source:
CranContrib
● Keywords: environment
● Alias: nlrq.control
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rqss
(Package: quantreg) :
Additive Quantile Regression Smoothing
Fitting function for additive quantile regression models with possible univariate and/or bivariate nonparametric terms estimated by total variation regularization.
● Data Source:
CranContrib
● Keywords: regression, robust, smooth
● Alias: [.terms, rqss, rqss.fit, untangle.specials
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plot.rqs
(Package: quantreg) :
Visualizing sequences of quantile regressions
A sequence of coefficient estimates for quantile regressions with varying tau parameters is visualized.
● Data Source:
CranContrib
● Keywords: hplot
● Alias: plot.rqs
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Summary Method for a fitted rqss model.
● Data Source:
CranContrib
● Keywords: regression, robust, smooth
● Alias: print.summary.rqss, summary.rqss
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providing 
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