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. 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: 2.0
Imports: graphics, stats, spatstat, numDeriv
Suggests: ald, qrLMM, qrNLMM
Published: 2020-01-09
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

Downloads:

Reference manual: lqr.pdf
Package source: lqr_2.0.tar.gz
Windows binaries: r-devel: lqr_2.0.zip, r-devel-gcc8: lqr_2.0.zip, r-release: lqr_2.0.zip, r-oldrel: lqr_2.0.zip
OS X binaries: r-release: lqr_2.0.tgz, r-oldrel: lqr_2.0.tgz
Old sources: lqr archive

Reverse dependencies:

Reverse imports: qrLMM, qrNLMM
Reverse suggests: ald

Linking:

Please use the canonical form https://CRAN.R-project.org/package=lqr to link to this page.