CRAN

quokar 0.1.0

Quantile Regression Outlier Diagnostics with K Left Out Analysis

Released Nov 10, 2017 by Wenjing Wang

This package cannot yet be used with Renjin it depends on other packages which are not available: robustbase 0.93-2, dplyr 0.7.6, tidyr 0.8.1, ALDqr 1.0, and MCMCpack 1.4-3

Dependencies

tidyr 0.8.1 dplyr 0.7.6 MCMCpack 1.4-3 robustbase 0.93-2 ALDqr 1.0 GIGrvg 0.5 purrr 0.2.5 gridExtra 2.3 bayesQR 2.3 ald 1.2 ggplot2 3.0.0 knitr 1.20 magrittr 1.5 quantreg 5.36

Diagnostics methods for quantile regression models for detecting influential observations: robust distance methods for general quantile regression models; generalized Cook's distance and Q-function distance method for quantile regression models using aymmetric Laplace distribution. Reference of this method can be found in Luis E. Benites, Víctor H. Lachos, Filidor E. Vilca (2015) ; mean posterior probability and Kullback–Leibler divergence methods for Bayes quantile regression model. Reference of this method is Bruno Santos, Heleno Bolfarine (2016) .

Source

R
C
Fortran

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