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. Missing values and censored observations can be handled as well. 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 Galarza et.al.(2020) doi:10.1007/s13571-020-00231-0. It provides estimates and full inference. It also provides envelopes plots for assessing the fit and confidences bands when several quantiles are provided simultaneously.
- Version5.2
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release07/12/2024
Documentation
Team
Christian E. Galarza
Luis Benites
Victor H. Lachos
Marcelo Bourguignon
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- Imports5 packages
- Suggests1 package
- Reverse Imports2 packages