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MultiKink  

Estimation and Inference for Multi-Kink Quantile Regression
View on CRAN: Click here


Download and install MultiKink package within the R console
Install from CRAN:
install.packages("MultiKink")

Install from Github:
library("remotes")
install_github("cran/MultiKink")

Install by package version:
library("remotes")
install_version("MultiKink", "0.2.0")



Attach the package and use:
library("MultiKink")
Maintained by
Chuang Wan
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-05-04
Latest Update: 2023-11-05
Description:
Estimation and inference for multiple kink quantile regression for longitudinal data and the i.i.d data. A bootstrap restarting iterative segmented quantile algorithm is proposed to estimate the multiple kink quantile regression model conditional on a given number of change points. The number of kinks is also allowed to be unknown. In such case, the backward elimination algorithm and the bootstrap restarting iterative segmented quantile algorithm are combined to select the number of change points based on a quantile BIC. For longitudinal data, we also develop the GEE estimator to incorporate the within-subject correlations. A score-type based test statistic is also developed for testing the existence of kink effect. The package is based on the paper, ``Wei Zhong, Chuang Wan and Wenyang Zhang (2022). Estimation and inference for multikink quantile regression, JBES'' and ``Chuang Wan, Wei Zhong, Wenyang Zhang and Changliang Zou (2022). Multi-kink quantile regression for longitudinal data with application to progesterone data analysis, Biometrics".
How to cite:
Chuang Wan (2020). MultiKink: Estimation and Inference for Multi-Kink Quantile Regression. R package version 0.2.0, https://cran.r-project.org/web/packages/MultiKink. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1.0 (2020-05-04 16:20)
Other packages that cited MultiKink R package
View MultiKink citation profile
Other R packages that MultiKink depends, imports, suggests or enhances
Complete documentation for MultiKink
Functions, R codes and Examples using the MultiKink R package
Some associated functions: fit.control . kinkTest . mkqr.bea . mkqr.fit . triceps . 
Some associated R codes: mkqr.R .  Full MultiKink package functions and examples
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