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 as in Galarza et.al.(2017) <doi:10.1002/sta4.140>. 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 Bottai et.al.(2009) <doi:10.1002/sim.3781>. It provides estimates and full inference.
It also provides envelopes plots for assessing the fit and confidences bands
when several quantiles are provided simultaneously.
| Version: |
1.7 |
| Imports: |
graphics, stats, ghyp, spatstat |
| Suggests: |
ald, qrLMM, qrNLMM |
| Published: |
2018-02-01 |
| Author: |
Christian E. Galarza, Luis Benites, Victor H. Lachos |
| Maintainer: |
Christian E. Galarza <cgalarza88 at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
lqr results |
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Reverse dependencies:
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