Statistics, Department of
The R Journal
Date of this Version
12-2016
Document Type
Article
Citation
The R Journal (December 2016) 8(2); Editor: Michael Lawrence
Abstract
The R package quantreg.nonpar implements nonparametric quantile regression methods to estimate and make inference on partially linear quantile models. quantreg.nonpar obtains point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model. It also provides point-wise and uniform confidence intervals over a region of covariate values and/or quantile indices for the same functions using analytical and resampling methods. This paper serves as an introduction to the package and displays basic functionality of the functions contained within.
Included in
Numerical Analysis and Scientific Computing Commons, Programming Languages and Compilers Commons
Comments
Copyright 2016, The R Foundation. Open access material. License: CC BY 3.0 Unported