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-4.5)EXRQ_1.0.zip(r-4.4)EXRQ_1.0.zip(r-4.3)
EXRQ_1.0.tgz(r-4.4-any)EXRQ_1.0.tgz(r-4.3-any)
EXRQ_1.0.tar.gz(r-4.5-noble)EXRQ_1.0.tar.gz(r-4.4-noble)
EXRQ_1.0.tgz(r-4.4-emscripten)EXRQ_1.0.tgz(r-4.3-emscripten)
EXRQ.pdf |EXRQ.html✨
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 8 years agofrom:cfaff6808a. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 31 2024 |
R-4.5-win | OK | Oct 31 2024 |
R-4.5-linux | OK | Oct 31 2024 |
R-4.4-win | OK | Oct 31 2024 |
R-4.4-mac | OK | Oct 31 2024 |
R-4.3-win | OK | Oct 31 2024 |
R-4.3-mac | OK | Oct 31 2024 |
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 |