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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) <doi:10.1016/j.jmva.2010.02.003> for details.
| Version: | 0.8.1 |
| Depends: | R (≥ 3.6.0) |
| Imports: | stats, quantreg, KernSmooth |
| Published: | 2021-12-14 |
| DOI: | 10.32614/CRAN.package.siqr |
| Author: | Tianhai Zu [cre], Yan Yu [aut] |
| Maintainer: | Tianhai Zu <zuti at mail.uc.edu> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Language: | en-US |
| Materials: | README NEWS |
| CRAN checks: | siqr results |
| Reference manual: | siqr.pdf |
| Package source: | siqr_0.8.1.tar.gz |
| Windows binaries: | r-devel: siqr_0.8.1.zip, r-release: siqr_0.8.1.zip, r-oldrel: siqr_0.8.1.zip |
| macOS binaries: | r-release (arm64): siqr_0.8.1.tgz, r-oldrel (arm64): siqr_0.8.1.tgz, r-release (x86_64): siqr_0.8.1.tgz, r-oldrel (x86_64): siqr_0.8.1.tgz |
| Old sources: | siqr archive |
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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.