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 et.al.(2020) . 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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install.packages("lqr")

5.2 by Christian E. Galarza, 2 years ago


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


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


Documentation:   PDF Manual  


GPL (>= 2) license


Imports graphics, stats, spatstat.univar, numDeriv, MomTrunc, quantreg, MASS

Suggests ald


Imported by qrLMM, qrNLMM.


See at CRAN