Package: EXRQ 1.0
EXRQ: Extreme Regression of Quantiles
Estimation for high conditional quantiles based on quantile regression.
Authors:
EXRQ_1.0.tar.gz
EXRQ_1.0.zip(r-4.7)EXRQ_1.0.zip(r-4.6)EXRQ_1.0.zip(r-4.5)
EXRQ_1.0.tgz(r-4.6-any)EXRQ_1.0.tgz(r-4.5-any)
EXRQ_1.0.tar.gz(r-4.7-any)EXRQ_1.0.tar.gz(r-4.6-any)
EXRQ_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
EXRQ/json (API)
| # Install 'EXRQ' in R: |
| install.packages('EXRQ', repos = c('https://judywanggwu.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:cfaff6808a. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 123 | ||
| source / vignettes | OK | 155 | ||
| linux-release-x86_64 | OK | 113 | ||
| macos-release-arm64 | OK | 155 | ||
| macos-oldrel-arm64 | OK | 158 | ||
| windows-devel | OK | 104 | ||
| windows-release | OK | 77 | ||
| windows-oldrel | OK | 87 | ||
| wasm-release | OK | 89 |
Exports:est.gamma.funcEstc.funcEVI.CFG.funcPowT.1tau.funcqparetorparetoselect.k.functestC.EVIThreeStageTwoStage
Dependencies:latticeMASSMatrixMatrixModelsmnormtquantregSparseMsurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Estimation of the Extreme Value Index on the Original Scale | est.gamma.func |
| Estimation of the C vector | Estc.func |
| Hill Estimator of the Extreme Value Index | EVI.CFG.func |
| Estimation for Quantile Power Transformation Model | PowT.1tau.func |
| Quantile of the Pareto Distribution | qpareto |
| Random Generation for the Pareto Distribution | rpareto |
| Selection of the Tuning Parameter k | select.k.func |
| Testing the Constancy of EVI Over Covariates | testC.EVI |
| Three-Stage Extreme Conditional Quantile Estimator | ThreeStage |
| Two-Stage Extreme Conditional Quantile Estimator | TwoStage |
