unitquantreg
CRANunitquantregMaRDI QIDQ93628
Parametric Quantile Regression Models for Bounded Data
André F. B. Menezes, Josmar Mazucheli
Last update: 6 September 2023
Copyright license: Apache License
Software version identifier: 0.0.5, 0.0.3, 0.0.6
A collection of parametric quantile regression models for bounded data. At present, the package provides 13 parametric quantile regression models. It can specify regression structure for any quantile and shape parameters. It also provides several S3 methods to extract information from fitted model, such as residual analysis, prediction, plotting, and model comparison. For more computation efficient the [dpqr]'s, likelihood, score and hessian functions are written in C++. For further details see Mazucheli et. al (2022) <doi:10.1016/j.cmpb.2022.106816>.
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