unitquantreg: Parametric Quantile Regression Models for Bounded Data

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>.

Version: 0.0.5
Depends: R (≥ 3.5.0)
Imports: Rcpp, optimx, stats, quantreg, Formula, MASS, numDeriv
LinkingTo: Rcpp
Suggests: testthat (≥ 3.0.0), rmarkdown, knitr, lmtest, ggplot2, covr
Published: 2022-10-16
Author: André F. B. Menezes ORCID iD [aut, cre], Josmar Mazucheli ORCID iD [aut]
Maintainer: André F. B. Menezes <andrefelipemaringa at gmail.com>
BugReports: https://github.com/AndrMenezes/unitquantreg/issues
License: Apache License (≥ 2)
URL: https://andrmenezes.github.io/unitquantreg/
NeedsCompilation: yes
Citation: unitquantreg citation info
Materials: README NEWS
CRAN checks: unitquantreg results


Reference manual: unitquantreg.pdf
Vignettes: Structure and functionality
Get started


Package source: unitquantreg_0.0.5.tar.gz
Windows binaries: r-devel: unitquantreg_0.0.5.zip, r-release: unitquantreg_0.0.5.zip, r-oldrel: unitquantreg_0.0.5.zip
macOS binaries: r-release (arm64): unitquantreg_0.0.5.tgz, r-oldrel (arm64): unitquantreg_0.0.5.tgz, r-release (x86_64): unitquantreg_0.0.5.tgz, r-oldrel (x86_64): unitquantreg_0.0.5.tgz
Old sources: unitquantreg archive


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