Quantile regression in varying-coefficient models (VCM) using one particular nonparametric technique called P-splines. The functions can be applied on three types of VCM; (1) Homoscedastic VCM, (2) Simple heteroscedastic VCM, and (3) General heteroscedastic VCM.
Version: | 1.2 |
Depends: | R (≥ 3.4.0), quantreg, SparseM, truncSP |
Published: | 2018-03-16 |
DOI: | 10.32614/CRAN.package.QRegVCM |
Author: | 'Andriyana, Y.' [aut, cre], 'Ibrahim M. A.' [aut], 'Gijbels, I.' [ctb], 'Verhasselt A.' [ctb] |
Maintainer: | "Andriyana.Y" <y.andriyana at unpad.ac.id> |
License: | GPL-2 |
NeedsCompilation: | no |
CRAN checks: | QRegVCM results |
Reference manual: | QRegVCM.pdf |
Package source: | QRegVCM_1.2.tar.gz |
Windows binaries: | r-devel: QRegVCM_1.2.zip, r-release: QRegVCM_1.2.zip, r-oldrel: QRegVCM_1.2.zip |
macOS binaries: | r-release (arm64): QRegVCM_1.2.tgz, r-oldrel (arm64): QRegVCM_1.2.tgz, r-release (x86_64): QRegVCM_1.2.tgz, r-oldrel (x86_64): QRegVCM_1.2.tgz |
Old sources: | QRegVCM archive |
Please use the canonical form https://CRAN.R-project.org/package=QRegVCM to link to this page.