Package: QRegVCM 1.2
"Andriyana.Y"
QRegVCM: Quantile Regression in Varying-Coefficient Models
Quantile regression in varying-coefficient models (VCM) using one particular nonparametric technique called P-splines. The functions can be applied on three types of VCM; (1) Homoscedastic VCM, (2) Simple heteroscedastic VCM, and (3) General heteroscedastic VCM.
Authors:
QRegVCM_1.2.tar.gz
QRegVCM_1.2.tar.gz(r-4.5-noble)QRegVCM_1.2.tar.gz(r-4.4-noble)
QRegVCM_1.2.tgz(r-4.4-emscripten)QRegVCM_1.2.tgz(r-4.3-emscripten)
QRegVCM.pdf |QRegVCM.html✨
QRegVCM/json (API)
| # Install 'QRegVCM' in R: |
| install.packages('QRegVCM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 7 years agofrom:1231f31410. Checks:OK: 1 NOTE: 1. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 11 2024 |
| R-4.5-linux | NOTE | Oct 11 2024 |
Exports:AHeVTAHeVXTQRIndivQRSimulQRStepwiseQRWSimulsimul_shapetesttest_variability
Dependencies:bootdigestgenericslatticeMASSMatrixMatrixModelsmaxLikmiscToolsquantregsandwichSparseMsurvivaltruncregtruncSPzoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| AHe V(t)-approach | AHeVT |
| AHe V(X(t),t)-approach | AHeVXT |
| The CD4 dataset | CD4 |
| Individual quantile objective function | QRIndiv |
| Unweighted simultaneous objective function | QRSimul |
| Stepwise procedure | QRStepwise |
| Weighted simultaneous objective function | QRWSimul |
| Testing the shape of a functional coefficient in the median and/or the variabilty function | simul_shapetest |
| Variability Estimation and Testing | test_variability |
| The wages dataset | wages |