Quantile Regression Coefficients Modeling
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Overview
About
Maintained by Paolo FrumentoCRAN page ↗
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 haltedSlowest 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
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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%
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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.
Imports (3)
statsutilsgraphics
LinkingTo (0)
none
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none
Enhances (0)
none
Reverse dependencies
2direct
0indirect
Depends 2
Depends, Imports or LinkingTo, most downloaded first
Code & Tests
People & History
People (1)
Author, Maintainer since 1.0 (2015)
Releases (9)
Pick two releases to compare their code metrics.
- 3.4Latest
- 3.32026-06-22 · diff ↗
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 3.22025-04-03 · diff ↗
- RR 4.4.0 released · 2024-04-24
- 3.12024-02-13 · diff ↗
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 3.0
- RR 4.0.0 released · 2020-04-24
- 2.22020-02-28 · diff ↗
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- RR 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
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