# Quantile Regression

## Documentation for package ‘quantreg’ version 5.88

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Code demos. Use demo() to run them.

## Help Pages

A B C D E F G H I K L M N P Q R S T U misc

## -- A --

AIC.nlrq | Function to compute nonlinear quantile regression estimates
AIC.rq | Linear Quantile Regression Object
AIC.rqs | Linear Quantile Regression Object
AIC.rqss | RQSS Objects and Summarization Thereof
akj | Density Estimation using Adaptive Kernel method
anova.rq | Anova function for quantile regression fits
anova.rqlist | Anova function for quantile regression fits
anova.rqs | Anova function for quantile regression fits

## -- B --

bandwidth.rq | bandwidth selection for rq functions
barro | Barro Data
boot.crq | Bootstrapping Censored Quantile Regression
boot.rq | Bootstrapping Quantile Regression
boot.rq.mcmb | Bootstrapping Quantile Regression
boot.rq.pwxy | Preprocessing weighted bootstrap method
boot.rq.pwy | Bootstrapping Quantile Regression
boot.rq.pxy | Preprocessing bootstrap method
boot.rq.spwy | Bootstrapping Quantile Regression
boot.rq.wxy | Bootstrapping Quantile Regression
boot.rq.xy | Bootstrapping Quantile Regression
Bosco | Boscovich Data

## -- C --

ChangeLog | FAQ and ChangeLog of a package
CobarOre | Cobar Ore data
coef.crq | Functions to fit censored quantile regression models
coef.nlrq | Function to compute nonlinear quantile regression estimates
combos | Ordered Combinations
critval | Hotelling Critical Values
crq | Functions to fit censored quantile regression models
crq.fit.pen | Functions to fit censored quantile regression models
crq.fit.por | Functions to fit censored quantile regression models
crq.fit.por2 | Functions to fit censored quantile regression models
crq.fit.pow | Functions to fit censored quantile regression models
Curv | Functions to fit censored quantile regression models

## -- D --

deviance.nlrq | Function to compute nonlinear quantile regression estimates
dither | Function to randomly perturb a vector
dynrq | Dynamic Linear Quantile Regression

## -- E --

end.dynrq | Dynamic Linear Quantile Regression
engel | Engel Data
extractAIC.nlrq | Function to compute nonlinear quantile regression estimates
extractAIC.rq | Linear Quantile Regression Object

## -- F --

FAQ | FAQ and ChangeLog of a package
fitted.nlrq | Function to compute nonlinear quantile regression estimates
fitted.rqss | RQSS Objects and Summarization Thereof
formula.nlrq | Function to compute nonlinear quantile regression estimates
formula.rq | Linear Quantile Regression Object

## -- G --

gasprice | Time Series of US Gasoline Prices

## -- H --

Hill | Estimation and Inference on the Pareto Tail Exponent for Linear Models
Hill.fit | Estimation and Inference on the Pareto Tail Exponent for Linear Models

## -- I --

index.dynrq | Dynamic Linear Quantile Regression

## -- K --

KhmaladzeTest | Tests of Location and Location Scale Shift Hypotheses for Linear Models
kselect | Quicker Sample Quantiles
kuantile | Quicker Sample Quantiles
kunique | Quicker Sample Quantiles

## -- L --

LassoLambdaHat | Lambda selection for QR lasso problems
latex | Make a latex version of an R object
latex.summary.rqs | Make a latex table from a table of rq results
latex.table | Writes a latex formatted table to a file
latex.table.rq | Table of Quantile Regression Results
lm.fit.recursive | Recursive Least Squares
logLik.nlrq | Function to compute nonlinear quantile regression estimates
logLik.rq | Linear Quantile Regression Object
logLik.rqs | Linear Quantile Regression Object
logLik.rqss | RQSS Objects and Summarization Thereof
lprq | locally polynomial quantile regression

## -- M --

Mammals | Garland(1983) Data on Running Speed of Mammals
Munge | Munge rqss formula

## -- N --

nlrq | Function to compute nonlinear quantile regression estimates
nlrq.control | Set control parameters for nlrq
nlrqModel | Function to compute nonlinear quantile regression estimates

## -- P --

ParetoTest | Estimation and Inference on the Pareto Tail Exponent for Linear Models
Peirce | C.S. Peirce's Auditory Response Data
Pickands | Estimation and Inference on the Pareto Tail Exponent for Linear Models
Pickands.fit | Estimation and Inference on the Pareto Tail Exponent for Linear Models
plot.KhmaladzeTest | Plot a KhmaladzeTest object
plot.qss1 | Plot Method for rqss Objects
plot.qss2 | Plot Method for rqss Objects
plot.qts1 | Plot Method for rqss Objects
plot.rq.process | plot the coordinates of the quantile regression process
plot.rqs | Visualizing sequences of quantile regressions
plot.rqss | Plot Method for rqss Objects
plot.summary.crqs | Summary methods for Censored Quantile Regression
plot.summary.rq | Visualizing sequences of quantile regression summaries
plot.summary.rqs | Visualizing sequences of quantile regression summaries
plot.summary.rqss | Plot Method for rqss Objects
plot.table.rq | Table of Quantile Regression Results
predict.crq | Functions to fit censored quantile regression models
predict.crqs | Functions to fit censored quantile regression models
predict.nlrq | Function to compute nonlinear quantile regression estimates
predict.qss1 | Predict from fitted nonparametric quantile regression smoothing spline models
predict.qss2 | Predict from fitted nonparametric quantile regression smoothing spline models
predict.rq | Quantile Regression Prediction
predict.rq.process | Quantile Regression Prediction
predict.rqs | Quantile Regression Prediction
predict.rqss | Predict from fitted nonparametric quantile regression smoothing spline models
print.anova.rq | Anova function for quantile regression fits
print.crq | Functions to fit censored quantile regression models
print.dynrq | Dynamic Linear Quantile Regression
print.dynrqs | Dynamic Linear Quantile Regression
print.Hill | Estimation and Inference on the Pareto Tail Exponent for Linear Models
print.KhmaladzeTest | Print a KhmaladzeTest object
print.nlrq | Function to compute nonlinear quantile regression estimates
print.Pickands | Estimation and Inference on the Pareto Tail Exponent for Linear Models
print.rq | Print an rq object
print.rqs | Print an rq object
print.rqss | RQSS Objects and Summarization Thereof
print.summary.crq | Summary methods for Censored Quantile Regression
print.summary.crqs | Summary methods for Censored Quantile Regression
print.summary.dynrq | Dynamic Linear Quantile Regression
print.summary.dynrqs | Dynamic Linear Quantile Regression
print.summary.Hill | Estimation and Inference on the Pareto Tail Exponent for Linear Models
print.summary.nlrq | Function to compute nonlinear quantile regression estimates
print.summary.Pickands | Estimation and Inference on the Pareto Tail Exponent for Linear Models
print.summary.rq | Print Quantile Regression Summary Object
print.summary.rqs | Print Quantile Regression Summary Object
print.summary.rqss | Summary of rqss fit

## -- Q --

q489 | Even Quicker Sample Quantiles
qrisk | Function to compute Choquet portfolio weights
qss | Additive Nonparametric Terms for rqss Fitting
qss1 | Additive Nonparametric Terms for rqss Fitting
qss2 | Additive Nonparametric Terms for rqss Fitting
QTECox | Function to obtain QTE from a Cox model
qts1 | Additive Nonparametric Terms for rqss Fitting

## -- R --

ranks | Quantile Regression Ranks
rearrange | Rearrangement
resid.rqss | RQSS Objects and Summarization Thereof
residuals.nlrq | Return residuals of an nlrq object
rq | Quantile Regression
rq.fit | Function to choose method for Quantile Regression
rq.fit.br | Quantile Regression Fitting by Exterior Point Methods
rq.fit.conquer | Optional Fitting Method for Quantile Regression
rq.fit.fnb | Quantile Regression Fitting via Interior Point Methods
rq.fit.fnc | Quantile Regression Fitting via Interior Point Methods
rq.fit.hogg | weighted quantile regression fitting
rq.fit.lasso | Lasso Penalized Quantile Regression
rq.fit.pfn | Preprocessing Algorithm for Quantile Regression
rq.fit.pfnb | Quantile Regression Fitting via Interior Point Methods
rq.fit.ppro | Preprocessing fitting method for QR
rq.fit.qfnb | Quantile Regression Fitting via Interior Point Methods
rq.fit.scad | SCADPenalized Quantile Regression
rq.fit.sfn | Sparse Regression Quantile Fitting
rq.fit.sfnc | Sparse Constrained Regression Quantile Fitting
rq.object | Linear Quantile Regression Object
rq.process.object | Linear Quantile Regression Process Object
rq.test.anowar | Anova function for quantile regression fits
rq.test.rank | Anova function for quantile regression fits
rq.wfit | Function to choose method for Weighted Quantile Regression
rqProcess | Compute Standardized Quantile Regression Process
rqs.fit | Function to fit multiple response quantile regression models
rqss | Additive Quantile Regression Smoothing
rqss.fit | Additive Quantile Regression Smoothing
rqss.object | RQSS Objects and Summarization Thereof

## -- S --

sfn.control | Set Control Parameters for Sparse Fitting
sfnMessage | Sparse Regression Quantile Fitting
srisk | Markowitz (Mean-Variance) Portfolio Optimization
start.dynrq | Dynamic Linear Quantile Regression
summary.crq | Summary methods for Censored Quantile Regression
summary.crqs | Summary methods for Censored Quantile Regression
summary.dynrq | Dynamic Linear Quantile Regression
summary.dynrqs | Dynamic Linear Quantile Regression
summary.Hill | Estimation and Inference on the Pareto Tail Exponent for Linear Models
summary.nlrq | Function to compute nonlinear quantile regression estimates
summary.Pickands | Estimation and Inference on the Pareto Tail Exponent for Linear Models
summary.rcrqs | Summary methods for Quantile Regression
summary.rq | Summary methods for Quantile Regression
summary.rqs | Summary methods for Quantile Regression
summary.rqss | Summary of rqss fit

## -- T --

table.rq | Table of Quantile Regression Results
tau.nlrq | Function to compute nonlinear quantile regression estimates
time.dynrq | Dynamic Linear Quantile Regression
triogram.fidelity | Additive Nonparametric Terms for rqss Fitting
triogram.penalty | Additive Nonparametric Terms for rqss Fitting

## -- U --

uis | UIS Drug Treatment study data
untangle.specials | Additive Quantile Regression Smoothing

## -- misc --

[.terms | Additive Quantile Regression Smoothing