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Quantile Regression Coefficients Modeling

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Overview

About

Parametric modeling of quantile regression coefficient functions.

Changes in 3.4

Changes with respect to version 3.3

------------------

  • bug fix in data argument

From NEWS.md in the release

Install

Health

CRAN checks
1ERROR12OK
Check messages
ERRORexamplesr-devel-linux-x86_64-debian-gcc
Running examples in ‘qrcm-Ex.R’ failed
The error most likely occurred in:

> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: iqr
> ### Title: Quantile Regression Coefficients Modeling
> ### Aliases: iqr
> ### Keywords: models regression
> 
> ### ** Examples
> 
> 
>   ##### Using simulated data in all examples
> 
> 
>   ##### Example 1
>   
>   n <- 1000
>   x <- runif(n)
>   y <- rnorm(n, 1 + x, 1 + x)
>   # true quantile function: Q(p | x) = beta0(p) + beta1(p)*x, with 
>     # beta0(p) = beta1(p) = 1 + qnorm(p)
>                               
>   # fit the true model: b(p) = (1 , qnorm(p))
>   m1 <- iqr(y ~ x, formula.p = ~ I(qnorm(p)))
>   # the fitted quantile regression coefficient functions are
>     # beta0(p) = m1$coef[1,1] + m1$coef[1,2]*qnorm(p)
>     # beta1(p) = m1$coef[2,1] + m1$coef[2,2]*qnorm(p)
> 
> 
> 
>   ##### Example 2 ### excluding coefficients
>   
>   n <- 1000
>   x <- runif(n)
>   qy <- function(p,x){(1 + qnorm(p)) + (1 + log(p))*x}
>   # t
...[truncated]...
 runif(n,0,5)
> 	
>   u <- runif(n)
>   beta0 <- -log(1 - u)
>   beta1 <- 0.2*log(1 - u)
>   t <- beta0 + beta1*x  # time variable
>   c <- rexp(n,2)        # censoring variable
>   y <- pmin(t,c)        # observed events
>   d <- (t <= c)         # 1 = event, 0 = censored
>   
>   iqr(Surv(y,d) ~ x, formula.p = ~ I(log(1 - p)))

Call:
iqr(formula = Surv(y, d) ~ x, formula.p = ~I(log(1 - p)))


Number of free parameters: 4 
Number of observations: 1000 
N. of events: 539

Coefficients:
             (Intercept)  I(log(1 - p))
(Intercept)   3.907e-04   -1.064e+00   
x            -4.387e-05    2.128e-01   

>   
>   ##### Example 8 (cont.) ### censored and truncated data
> 
>   z <- rexp(n,10)   # truncation variable
>   w <- which(y > z) # only observe z,y,d,x when y > z
>   z <- z[w]; y <- y[w]; d <- d[w]; x <- x[w]
> 
>   iqr(Surv(z,y,d) ~ x, formula.p = ~ I(log(1 - p)))
Error in hatF$time : $ operator is invalid for atomic vectors
Calls: iqr -> ctiqr.internal -> trans
Execution halted

CRAN check page ↗

Slowest check: 3.2 min · r-oldrel-windows-x86_64
Status changes
  • ERROR12 OK, 1 ERROR2026-10-24
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
  • ERROR12 OK, 1 ERROR2026-06-08
Show 1 earlier changeHide 1 earlier change
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 3.4
READMENoVignettesNoNEWSYes · 33% structured · mentions 3.4Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
17 (1 internal)includes a package overview page
Examples that run
87%13 run in a plain check · 1 only when donttest examples are enabled (R CMD check --as-cran) · 1 hold no code
Exported functions with examples
86%
Documented parameters
89%
Return-value docs
100%
Help pages citing references
47%

Downloads

3.5K
CRAN downloads in the past year
Rank #8,414 · ~10/day · ~292/mo
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43030 days
1.1K90 days
3.5K1 year
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Dependencies

Declared dependencies
2 external dependencies (excludes base and recommended)

Installing qrcm adds 59 packages (30 with compiled code, 57 MB of source tarballs). Heaviest: stringi 11 MB, ggplot2 6.0 MB, data.table 5.7 MB.

Depends (3)
survivalpchicenReg
Imports (3)
statsutilsgraphics
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
2direct
0indirect
Depends 2
Depends, Imports or LinkingTo, most downloaded first

People & History

People (1)
Author, Maintainer since 1.0 (2015)
Releases (9)

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  • 3.4Latest
    record
    2026-09-08 · current release · diff ↗
  • 3.3
    record
    2026-06-22 · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 3.2
    record
    2025-04-03 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • 3.1
    record
    2024-02-13 · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • 3.0
    record
    2021-02-02 · diff ↗ ·
    added 3 exports
    diagnose.qc, iqrL, qc.control
  • R
    R 4.0.0 released · 2020-04-24
  • 2.2
    record
    2020-02-28 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
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Package metadata

First published
2015-12-16
Total releases
9 / 11 yrs
License
GPL-2 OSI
Download size
67 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("qrcm")
Frumento, P. (2026). qrcm: Quantile Regression Coefficients Modeling (Version 3.4) [Computer software]. https://doi.org/10.32614/CRAN.package.qrcm

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for qrcm version 3.4 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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