QRegVCM

Quantile Regression in Varying-Coefficient Models

CRAN Package

Quantile regression in varying-coefficient models (VCM) using one particular nonparametric technique called P-splines. The functions can be applied on three types of VCM; (1) Homoscedastic VCM, (2) Simple heteroscedastic VCM, and (3) General heteroscedastic VCM.

  • Version1.2
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release03/16/2018

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  • Depends3 packages