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quantreg.nonpar  

Nonparametric Series Quantile Regression
View on CRAN: Click here


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

Install from Github:
library("remotes")
install_github("cran/quantreg.nonpar")

Install by package version:
library("remotes")
install_version("quantreg.nonpar", "1.0")



Attach the package and use:
library("quantreg.nonpar")
Maintained by
Ivan Fernandez-Val
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-04-01
Latest Update: 2016-04-01
Description:
Implements the nonparametric quantile regression method developed by Belloni, Chernozhukov, and Fernandez-Val (2011) to partially linear quantile models. Provides point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model. Provides pointwise and uniform confidence intervals using analytic and resampling methods.
How to cite:
Ivan Fernandez-Val (2016). quantreg.nonpar: Nonparametric Series Quantile Regression. R package version 1.0, https://cran.r-project.org/web/packages/quantreg.nonpar
Previous versions and publish date:
No previous versions
Other packages that cited quantreg.nonpar R package
View quantreg.nonpar citation profile
Other R packages that quantreg.nonpar depends, imports, suggests or enhances
Functions, R codes and Examples using the quantreg.nonpar R package
Some associated functions: ddpoly . dpoly . formulaDeriv . gaus . gbootstrap . india . load.sum . msqrt . no.process . npqr . pivotal . poly.wrap . quantreg.nonpar-package . removeI . wbootstrap . 
Some associated R codes: ddpoly.R . dpoly.R . formulaDeriv.R . gaus.R . gbootstrap.R . load.sum.R . msqrt.R . no.process.R . npqr.R . pivotal.R . poly.wrap.R . removeI.R . wbootstrap.R .  Full quantreg.nonpar package functions and examples
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