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siqr: An R Package for Single-Index Quantile Regression

Single-Index Quantile Regression is effective in some scenarios. We provides functions that allow users to fit Single-Index Quantile Regression model. It also provides functions to do prediction, estimate standard errors of the single-index coefficients via bootstrap, and visualize the estimated univariate function. Please see W., Y., Y. (2010) <doi:10.1016/j.jmva.2010.02.003> for details.

Version: 0.8.1
Depends: R (≥ 3.6.0)
Imports: stats, quantreg, KernSmooth
Published: 2021-12-14
DOI: 10.32614/CRAN.package.siqr
Author: Tianhai Zu [cre], Yan Yu [aut]
Maintainer: Tianhai Zu <zuti at mail.uc.edu>
License: GPL-3
NeedsCompilation: no
Language: en-US
Materials: README NEWS
CRAN checks: siqr results

Documentation:

Reference manual: siqr.pdf

Downloads:

Package source: siqr_0.8.1.tar.gz
Windows binaries: r-devel: siqr_0.8.1.zip, r-release: siqr_0.8.1.zip, r-oldrel: siqr_0.8.1.zip
macOS binaries: r-release (arm64): siqr_0.8.1.tgz, r-oldrel (arm64): siqr_0.8.1.tgz, r-release (x86_64): siqr_0.8.1.tgz, r-oldrel (x86_64): siqr_0.8.1.tgz
Old sources: siqr archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=siqr to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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