Package: lqr 5.1
Christian E. Galarza
lqr:Robust Linear Quantile Regression
It fits a robust linear quantile regression model using a new family of zero-quantile distributions for the error term. Missing values and censored observations can be handled as well. This family of distribution includes skewed versions of the Normal, Student's t, Laplace, Slash and Contaminated Normal distribution. It also performs logistic quantile regression for bounded responses as shown in Galarza et.al.(2020) <doi:10.1007/s13571-020-00231-0>. It provides estimates and full inference. It also provides envelopes plots for assessing the fit and confidences bands when several quantiles are provided simultaneously.
Authors:
lqr_5.1.tar.gz
lqr_5.1.tar.gz(r-4.5-noble)lqr_5.1.tar.gz(r-4.4-noble)
lqr_5.1.tgz(r-4.4-emscripten)lqr_5.1.tgz(r-4.3-emscripten)
lqr.pdf |lqr.html✨
lqr/json (API)
| # Installlqr in R: |
| install.packages('lqr',repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
- ais - Australian institute of sport data
- resistance - Tumor-cell resistance to death
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 7 days agofrom:6afa7e74fd
Exports:best.lqrcens.lqrdSKDdtruncEgigextruncLog.best.lqrLog.lqrlqrpSKDptruncqSKDqtruncrSKDrtruncvartrunc
Dependencies:BHcontfracdeSolveelliptichypergeolatticeMASSMatrixMatrixModelsMomTruncmvtnormnumDerivquantregRcppRcppArmadilloRcppEigenSparseMspatstat.univarspatstat.utilssurvivaltlrmvnmvt
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Robust Linear Quantile Regression | lqr-package |
| Australian institute of sport data | ais |
| Best Fit in Robust Linear Quantile Regression | best.lqr |
| Skew-t quantile regression for censored and missing data | cens.lqr |
| Truncated Distributions | dtrunc extrunc ptrunc qtrunc rtrunc vartrunc |
| Moments of the Generalized Inverse Gaussian Distribution | Egig |
| Best Fit in Robust Logistic Linear Quantile Regression | Log.best.lqr |
| Robust Logistic Linear Quantile Regression | Log.lqr |
| Robust Linear Quantile Regression | lqr |
| Tumor-cell resistance to death | resistance |
| Skew Family Distributions | dSKD pSKD qSKD rSKD SKD |
