lqr: Robust Linear Quantile Regression
It fits a robust linear quantile regression model using a new family of zero-quantile distributions for the error term.
This family of distribution includes skewed versions of the Normal, Student's t, Laplace, Slash and Contaminated Normal distribution.
It provides estimates and full inference. It also provides envelopes plots for assessing the fit and confidences bands when several quantiles are provided simultaneously.
| Version: |
1.0 |
| Imports: |
graphics, stats, ghyp, spatstat |
| Suggests: |
ald, qrLMM, qrNLMM |
| Published: |
2015-11-06 |
| Author: |
Christian E. Galarza, Luis Benites, Victor H. Lachos |
| Maintainer: |
Christian E. Galarza <cgalarza88 at gmail.com> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: |
no |
| CRAN checks: |
lqr results |
Downloads: