Quantile Regression for Random Variables on the Unit Interval

Employs a two-parameter family of distributions for modelling random variables on the (0, 1) interval by applying the cumulative distribution function (cdf) of one parent distribution to the quantile function of another.


cdfquantreg 1.1.3 (2017-08-15)

  • Optimize influence and dfbeta function for checking influencial cases.
  • Update the predict function.
  • Other minor improvement and bug fixes.

cdfquantreg 1.1.2 (2017-05-15)

  • Minor improvement and fixed some bugs.

cdfquantreg 1.1.1 (2017-01-22)

  • Minor improvement and fixed some bugs.
  • Fixed syntax errors in generating BUGS models.

cdfquantreg 1.1.0 (2016-11-22)

  • A total of 21 new distributions have been added! Check cdfqrFamily() or ?cdfqrFamily for more details of the newly added distributions.
  • Fixed minor issues in S3 generic method.
  • Fixed syntax errors in generating BUGS models.

cdfquantreg 1.0.5 (2016-08-16)

  • Fix error in producing variance covariance matrix
  • Add confint() for generating confidence intervals for the coefficients

cdfquantreg 1.0.4 (2016-04-05)

  • Update the package manual
  • Reclassify the shapes of different cdf distributions (see ?cdfqrFamily)
  • Fixed the bug in producing negative parameter estimation results and warning message when using the Kumaraswamy distribution

cdfquantreg 1.0.3 (2016-03-05)

Fixed bugs:

  • Fixed minor issues in output.
  • Fixed issues caused by extreme values (approching 0 or 1) in plotting the density function.

cdfquantreg 1.0.2 (2016-02-08)

Fixed bugs:

  • Fixed problems in calling arcsinh-X distributions.
  • Minor improvement for ploting user defined distributions in plot.cdfqr().

cdfquantreg 1.0.1 (2016-01-25)

Fixed bugs and minor improvements:

  • Fixed namespace issues relating to functions: rq(),qq() and pq().
  • Minor improvement for print.cdfqr() and summary.cdfqr().
  • Fixed the problem in qrBugs in handling data object when the provided model is a null model.
  • Improvement for plot.cdfqr() with additional plot of the fitted results.
  • Changed the naming of the precision model/coefficients (model $sigma$ of a distribution) to the dispersion model/coefficiets to reduce the confusion (as $sigma$ is a dispersion parameter).

Reference manual

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1.2.0 by Yiyun Shou, 14 days ago

Report a bug at https://cloudyshou.wordpress.com/cdfquantreg-bugs-report

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

Authors: Yiyun Shou [aut, cre], Michael Smithson [aut]

Documentation:   PDF Manual  

GPL-3 license

Imports pracma, Formula, stats, MASS

Suggests knitr, R2OpenBUGS

See at CRAN