lqr
5.2Robust Linear Quantile Regression
Overview
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.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-05-1011 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- WARNING2026-05-0911 OK · 1 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 25%
- Documented parameters
- 90%
- Return-value docs
- 100%
- References docs
- 91%
Downloads
Dependencies
Code & Tests
Datasets
People & History
Author records are not tracked yet for this package.
16 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 5.2Latest
- 5.12024-06-28 · diff ↗
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 5.02022-08-15 · diff ↗
- unarchivedReturned to CRAN2022-08-15
- archivedRemoved from CRAN2022-05-21requires archived package 'MomTrunc'
- RR 4.2.0 released · 2022-04-22
- 4.12022-03-22 · diff ↗
- 4.02021-10-05 · diff ↗
- RR 4.1.0 released · 2021-05-18
- 3.432021-03-22 · diff ↗
- 3.412021-03-08 · diff ↗
- 3.312020-10-13 · diff ↗
Show 14 earlier events
- 2.112020-05-03 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 2.02020-01-09 · diff ↗
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 1.72018-02-01 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 1.52016-05-19 · diff ↗
- 1.32016-05-07 · diff ↗
- RR 3.3.0 released · 2016-05-03
- 1.22016-04-25 · diff ↗
- 1.12015-12-09 · diff ↗
- 1.02015-11-06
- RR 3.2.0 released · 2015-04-16
Package metadata
- First published
- 2015-11-06
- Total releases
- 16 / 11 yrs
- License
- GPL (>= 2) OSI
- Bundled data
- 25 KB / 2 files
- Download size
- 44 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
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