Robust Linear Quantile Regression

It fits a robust linear quantile regression model using a new family of zero-quantile distributions for the error term. Missing values and censored observations can be handled as well. This family of distribution includes skewed versions of the Normal, Student's t, Laplace, Slash and Contaminated Normal distribution. It also performs logistic quantile regression for bounded responses as shown in Galarza . It provides estimates and full inference. It also provides envelopes plots for assessing the fit and confidences bands when several quantiles are provided simultaneously.


Reference manual

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4.0 by Christian E. Galarza, 2 months ago

Browse source code at

Authors: Christian E. Galarza <[email protected]> , Luis Benites <[email protected]> , Marcelo Bourguignon <[email protected]> , Victor H. Lachos <[email protected]>

Documentation:   PDF Manual  

Task views: Missing Data

GPL (>= 2) license

Imports graphics, stats, spatstat.geom, numDeriv, MomTrunc, quantreg

Suggests ald, qrLMM, qrNLMM

Imported by qrLMM, qrNLMM.

See at CRAN