Quantile Regression
Density Estimation using Adaptive Kernel method
Anova function for quantile regression fits
bandwidth selection for rq functions
Bootstrapping Censored Quantile Regression
Preprocessing weighted bootstrap method
Preprocessing bootstrap method
Bootstrapping Quantile Regression
Ordered Combinations
Hotelling Critical Values
Functions to fit censored quantile regression models
Function to randomly perturb a vector
Dynamic Linear Quantile Regression
FAQ and ChangeLog of a package
Tests of Location and Location Scale Shift Hypotheses for Linear Model...
Quicker Sample Quantiles
Lambda selection for QR lasso problems
Make a latex version of an R object
Make a latex table from a table of rq results
Writes a latex formatted table to a file
Recursive Least Squares
locally polynomial quantile regression
Munge rqss formula
Set control parameters for nlrq
Function to compute nonlinear quantile regression estimates
Estimation and Inference on the Pareto Tail Exponent for Linear Models
Plot a KhmaladzeTest object
plot the coordinates of the quantile regression process
Visualizing sequences of quantile regressions
Plot Method for rqss Objects
Visualizing sequences of quantile regression summaries
Quantile Regression Prediction
Predict from fitted nonparametric quantile regression smoothing spline...
Print a KhmaladzeTest object
Print an rq object
Print Quantile Regression Summary Object
Even Quicker Sample Quantiles
Function to compute Choquet portfolio weights
Additive Nonparametric Terms for rqss Fitting
Function to obtain QTE from a Cox model
Quantile Regression Ranks
Rearrangement
Return residuals of an nlrq object
Quantile Regression Fitting by Exterior Point Methods
Optional Fitting Method for Quantile Regression
Quantile Regression Fitting via Interior Point Methods
Quantile Regression Fitting via Interior Point Methods
weighted quantile regression fitting
Lasso Penalized Quantile Regression
Preprocessing Algorithm for Quantile Regression
Quantile Regression Fitting via Interior Point Methods
Preprocessing fitting method for QR
Quantile Regression Fitting via Interior Point Methods
Function to choose method for Quantile Regression
SCADPenalized Quantile Regression
Sparse Regression Quantile Fitting
Sparse Constrained Regression Quantile Fitting
Linear Quantile Regression Object
Linear Quantile Regression Process Object
Quantile Regression
Function to choose method for Weighted Quantile Regression
Compute Standardized Quantile Regression Process
Function to fit multiple response quantile regression models
RQSS Objects and Summarization Thereof
Additive Quantile Regression Smoothing
Set Control Parameters for Sparse Fitting
Markowitz (Mean-Variance) Portfolio Optimization
Summary methods for Censored Quantile Regression
Summary methods for Quantile Regression
Summary of rqss fit
Table of Quantile Regression Results
Estimation and inference methods for models for conditional quantile functions: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also now included. See Koenker, R. (2005) Quantile Regression, Cambridge U. Press, <doi:10.1017/CBO9780511754098> and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, <doi:10.1201/9781315120256>.