rms Package Interface to quantreg Package

The Rq function is the rms front-end to the quantreg package's rq function. print and latex methods are also provided, and a fitting function RqFit is defined for use in bootstrapping, etc. Its result is a function definition.

For the print method, format of output is controlled by the user previously running options(prType="lang") where lang is "plain" (the default), "latex", or "html". For the latex method, html will actually be used of options(prType='html'). When using html with Quarto or RMarkdown, results='asis' need not be written in the chunk header.

Rq(formula, tau = 0.5, data=environment(formula),
   subset, weights, na.action=na.delete,
   method = "br", model = FALSE, contrasts = NULL,
   se = "nid", hs = TRUE, x = FALSE, y = FALSE, ...)

# S3 method for class 'Rq'
print(x, digits=4, coefs=TRUE, title, ...)

# S3 method for class 'Rq'
latex(object,
           file = '', append=FALSE,
           which, varnames, columns=65, inline=FALSE, caption=NULL, ...)

# S3 method for class 'Rq'
predict(object, ..., kint=1, se.fit=FALSE)

RqFit(fit, wallow=TRUE, passdots=FALSE)

Arguments

formula

model formula

tau

the single quantile to estimate. Unlike rq you cannot estimate more than one quantile at one model fitting.

data,subset,weights,na.action,method,model,contrasts,se,hs

see rq

x

set to TRUE to store the design matrix with the fit. For print is an Rq object.

y

set to TRUE to store the response vector with the fit

...

other arguments passed to one of the rq fitting routines. For latex.Rq these are optional arguments passed to latexrms. Ignored for print.Rq. For predict.Rq this is usually just a newdata argument.

digits

number of significant digits used in formatting results in print.Rq.

coefs

specify coefs=FALSE to suppress printing the table of model coefficients, standard errors, etc. Specify coefs=n to print only the first n regression coefficients in the model.

title

a character string title to be passed to prModFit

object

an object created by Rq

file,append,which,varnames,columns,inline,caption

see latexrms

kint

ignored

se.fit

set to TRUE to obtain standard errors of predicted quantiles

fit

an object created by Rq

wallow

set to TRUE if weights are allowed in the current context.

passdots

set to TRUE if ... may be passed to the fitter

Value

Rq returns a list of class "rms", "lassorq" or "scadrq", "Rq", and "rq". RqFit returns a function definition. latex.Rq returns an object of class "latex".

Author

Frank Harrell

Note

The author and developer of methodology in the quantreg package is Roger Koenker.

See also

rq, prModFit, orm

Examples

if (FALSE) { # \dontrun{
set.seed(1)
n <- 100
x1 <- rnorm(n)
y <- exp(x1 + rnorm(n)/4)
dd <- datadist(x1); options(datadist='dd')
fq2 <- Rq(y ~ pol(x1,2))
anova(fq2)
fq3 <- Rq(y ~ pol(x1,2), tau=.75)
anova(fq3)
pq2 <- Predict(fq2, x1)
pq3 <- Predict(fq3, x1)
p <- rbind(Median=pq2, Q3=pq3)
plot(p, ~ x1 | .set.)
# For superpositioning, with true curves superimposed
a <- function(x, y, ...) {
 x <- unique(x)
 col <- trellis.par.get('superpose.line')$col
 llines(x, exp(x), col=col[1], lty=2)
 llines(x, exp(x + qnorm(.75)/4), col=col[2], lty=2)
}
plot(p, addpanel=a)
} # }