QRegVCM: Quantile Regression in Varying-Coefficient Models

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

Documentation:

Reference manual: QRegVCM.pdf

Downloads:

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

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