Title: Nonparametric Series Quantile Regression
Author: Michael Lipsitz, Alexandre Belloni, Victor Chernozhukov, Ivan Fernandez-Val
Depends: R (>= 2.10), quantreg, mnormt, fda, Rearrangement
Description: Implements the nonparametric quantile regression method developed by Belloni, Chernozhukov, and Fernandez-Val (2011) to partially linear quantile models. Provides point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model. Provides pointwise and uniform confidence intervals using analytic and resampling methods.
Packaged: 2016-04-01 01:04:28 UTC; clairepeyser

Description: Quantile Regression Forests is a tree-based ensemble method
for estimation of conditional quantiles. It is particularly well suited for
high-dimensional data. Predictor variables of mixed classes can be
handled. The package is dependent on the package randomForests,
Packaged: Wed Feb  8 12:58:59 2006; hornik

Packaged: Thu Dec 14 10:48:13 2006; nicolai

Packaged: Sat Dec 16 11:17:06 2006; nicolai

Packaged: Wed Mar 14 16:42:38 2007; nicolai

Description: Quantile Regression Forests is a tree-based ensemble
method for estimation of conditional quantiles. It is
particularly well suited for high-dimensional data. Predictor
variables of mixed classes can be handled. The package is
dependent on the package randomForests, written by Andy Liaw.

Author: Nicolai Meinshausen, Lukas Schiesser

dependent on the package 'randomForest', written by Andy Liaw.

Packaged: 2017-11-13 20:55:14 UTC; lorismichel

Packaged: 2017-12-19 16:08:33 UTC; lorismichel

Title: Growth charts via regression quantiles
Description: Fits noncrossing regression quantiles as a function of
linear covariates and a smooth term via B-spline with quadratic

c("aut", "cre"), email = "vito.muggeo@unipa.it"))
Description: Fits non-crossing regression quantiles as a function of linear covariates and a smooth term via B-spline with quadratic penalty.

Description: Fits non-crossing regression quantiles as a function of linear covariates and a smooth terms via B-splines with quadratic penalties.