Package: lqr
Type: Package
Title: Robust Linear Quantile Regression
Version: 5.2
Date: 2024-07-12
Author: Christian E. Galarza <chedgala@espol.edu.ec>, Luis Benites <lbenitess@pucp.edu.pe>, Marcelo Bourguignon <m.p.bourguignon@gmail.com>, Victor H. Lachos <hlachos@uconn.edu>
Maintainer: Christian E. Galarza <cgalarza88@gmail.com>
Imports: graphics, stats, spatstat.univar, numDeriv, MomTrunc,
        quantreg, MASS
Suggests: ald
Description: 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) <doi:10.1007/s13571-020-00231-0>. It provides estimates and full inference. It also provides envelopes plots for assessing the fit and confidences bands when several quantiles are provided simultaneously.
License: GPL (>= 2)
NeedsCompilation: no
Packaged: 2024-07-12 19:43:56 UTC; cgala
Repository: CRAN
Date/Publication: 2024-07-12 20:10:01 UTC
Built: R 4.6.0; ; 2026-04-28 06:09:24 UTC; unix
