Utilities for Quantiles

Functions for unconditional and conditional quantiles. These include methods for transformation-based quantile regression, quantile-based measures of location, scale and shape, methods for quantiles of discrete variables, quantile-based multiple imputation, restricted quantile regression, and directional quantile classification. A vignette is given in Geraci (2016, The R Journal) and included in the package.


Changes in Qtools


Version 1.0 (February 2, 2016)

  • Package Qtools on CRAN


Version 1.1 (May 26, 2016)

  • bugs fixed in mice.impute.rq and mice.impute.rrq
  • other bugs fixed
  • revised all documentation
  • revised qlss, tsrq functions
  • revised functions for marginal effects
  • new: predict.qlss, plot.qlss, print.qlss, plot.midecdf, plot.midquantile, print.midecdf, print.midquantile
  • changed midquantile.ci to confint.midquantile (S3 method)


Version 1.2 (December 28, 2016)

  • new function nlrq1 for optimization of one-parameter transformations
  • argument 'conditional' added to impute.mice.rq
  • bug fixed in rcTest when testing multiple quantiles
  • seed in rcTest is no longer randomly generated if seed = NULL
  • argument 'which' in plot.qlss changed to 'whichp'
  • bug fixed in KhmaladzeFormat (significance of tests for individual slopes)


Version 1.3 (April 20, 2018)

  • Added bootstrap sampling in mice.impute.rq
  • More robust checks in nlrq1 and nlLoss


Reference manual

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1.5.5 by Marco Geraci, 6 months ago

Browse source code at https://github.com/cran/Qtools

Authors: Marco Geraci [aut, cph, cre] , Alessio Farcomeni [ctb] (Contributions to midrq code , , Cinzia Viroli [ctb] (Contributions to dqc code ,

Documentation:   PDF Manual  

Task views: Missing Data

GPL (>= 2) license

Imports utils, glmx, grDevices, graphics, gtools, stats, MASS, Matrix, np, quantreg, boot, numDeriv, Rcpp

Suggests survey, mice, knitr, rmarkdown

Linking to Rcpp, RcppArmadillo

Imported by nlmm.

See at CRAN