siqr

An R Package for Single-Index Quantile Regression

CRAN Package

Single-Index Quantile Regression is effective in some scenarios. We provides functions that allow users to fit Single-Index Quantile Regression model. It also provides functions to do prediction, estimate standard errors of the single-index coefficients via bootstrap, and visualize the estimated univariate function. Please see W., Y., Y. (2010) for details.

  • Version0.8.1
  • R version≥ 3.6.0
  • LicenseGPL-3
  • Needs compilation?No
  • Languageen-US
  • Last release12/14/2021

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  • Depends1 package
  • Imports3 packages