rifreg

Estimate Recentered Influence Function Regression

CRAN Package

Provides functions to compute recentered influence functions (RIF) of a distributional variable at the mean, quantiles, variance, gini or any custom functional of interest. The package allows to regress the RIF on any number of covariates. Generic print, plot and summary functions are also provided. Reference: Firpo, Sergio, Nicole M. Fortin, and Thomas Lemieux. (2009) doi:10.3982/ECTA6822. "Unconditional Quantile Regressions."


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  • Depends1 package
  • Imports4 packages
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