Parametric Quantile Regression Models for Bounded Data
The arcsecant hyperbolic Weibull distribution
(Half-)Normal probability plots with simulated envelopes for `unitquan...
The Johnson SB distribution
The Kumaraswamy distribution
The Log-extended exponential-geometric distribution
Likelihood-based statistics of fit for unitquantreg objects.
Log-likelihood, score vector and hessian matrix.
Methods for unitquantreg and unitquantregs objects
Pairwise vuong test
Plot method for unitquantreg objects
Plot method for unitquantregs objects
Prediction method for unitquantreg class
Residuals method for unitquantreg objects
The unit-Birnbaum-Saunders distribution
The unit-Burr-XII distribution
The unit-Chen distribution
The unit-Half-Normal-E distribution
The unit-Half-Normal-X distribution
The unit-Gompertz distribution
The unit-Gumbel distribution
The unit-Logistic distribution
Overview of the unitquantreg package
Control parameters for unit quantile regression
Parametric unit quantile regression models
The unit-Weibull distribution
Vuong test
A collection of parametric quantile regression models for bounded data. At present, the package provides 13 parametric quantile regression models. It can specify regression structure for any quantile and shape parameters. It also provides several S3 methods to extract information from fitted model, such as residual analysis, prediction, plotting, and model comparison. For more computation efficient the [dpqr]'s, likelihood, score and hessian functions are written in C++. For further details see Mazucheli et. al (2022) <doi:10.1016/j.cmpb.2022.106816>.
Useful links