The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

siqr

Single-index quantile regression models are important tools in semiparametric regression to provide a comprehensive view of the conditional distributions of a response variable. This methods is especially useful when the data is heterogeneous or heavy tailed.

We provides functions that allow users to fit Single-Index Quantile Regression model via an efficient iterative local linear approach. 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) at here for details.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.