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siqr  

An R Package for Single-Index Quantile Regression
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("siqr", "0.8.1")



Attach the package and use:
library("siqr")
Maintained by
Tianhai Zu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-12-01
Latest Update: 2021-12-14
Description:
Single-Index Quantile Regression is effective in some scenarios. We provides functions that allow users to fit Single-Index Quantile Regression model. It also provides functions to do prediction, estimate standard errors of the single-index coefficients via bootstrap, and visualize the estimated univariate function. Please see W., Y., Y. (2010) <doi:10.1016/j.jmva.2010.02.003> for details.
How to cite:
Tianhai Zu (2021). siqr: An R Package for Single-Index Quantile Regression. R package version 0.8.1, https://cran.r-project.org/web/packages/siqr. Accessed 04 Jun. 2026.
Previous versions and publish date:
0.8.0 (2021-12-01 11:30), 0.8.1 (2021-12-14 21:30)
Other packages that cited siqr R package
View siqr citation profile
Other R packages that siqr depends, imports, suggests or enhances
Complete documentation for siqr
Functions, R codes and Examples using the siqr R package
Some associated functions: generate.data . lprq0 . plot.siqr . siqr . summary.siqr . 
Some associated R codes: siqr.R .  Full siqr package functions and examples
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