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
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

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