Robust 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
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Christian E. Galarza <cgalarza88@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = c("Christian", "E."),
family = "Galarza",
role = c("aut", "cre"),
email = "chedgala@espol.edu.ec"),
person(given = "Luis",
family = "Benites",
role = "aut",
email = "lbenitess@pucp.edu.pe"),
person(given = "Marcelo",
family = "Bourguignon",
role = "aut",
email = "m.p.bourguignon@gmail.com"),
person(given = c("Victor", "H."),
family = "Lachos",
role = "aut",
email = "hlachos@uconn.edu"))
as necessary.- NOTE11 OK, 2 NOTE2026-05-10
- WARNING11 OK, 1 NOTE, 1 WARNING2026-05-09
- NOTE12 OK, 2 NOTE2026-03-10
Documentation
- Help pages
- 11includes a package overview page
- Examples that run
- 25%2 run in a plain check · 6 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 100%
- Documented parameters
- 90%
- Return-value docs
- 100%
- Help pages citing references
- 91%
Downloads
Dependencies
Installing lqr adds 17 packages (13 with compiled code, 24 MB of source tarballs). Heaviest: BH 14 MB, deSolve 1.9 MB, Rcpp 1.8 MB.
Code & Tests
Datasets
People & History
Maintainer since 1.0 (2015)
Pick two releases to compare their code metrics.
- 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
- unarchivedReturned to CRAN2022-08-15
- 5.02022-08-15 · diff ↗
- 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 ↗
- 3.31
Show 14 earlier eventsHide 14 earlier events
- 2.112020-05-03 · diff ↗
- RR 4.0.0 released · 2020-04-24
- 2.0
- 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
- 1.5
- 1.32016-05-07 · diff ↗
- RR 3.3.0 released · 2016-05-03
- 1.22016-04-25 · diff ↗ ·
added 11 exports
best.lqr, dtrunc, dSKD, ptrunc, pSKD, qtrunc, qSKD, rtrunc, rSKD, extrunc, vartrunc - 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
Cite
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