An R Package for Single-Index Quantile Regression
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Documentation for package ‘siqr’ version 0.8.1
Help Pages
| generate.data | Data generation function for simulation and demonstration There are three settings. |
| lprq0 | A supporting function that return the local polynomial regression quantile. This estimates the quantile and its derivative at the point x.0 |
| plot.siqr | plot function of siqr |
| siqr | Main estimation function of single index quantile regression model. a two step method. |
| summary.siqr | Function to print summary |