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Description

Canonical Quantile Regression.

A quantile regression method for multivariate data to find linear combinations of explanatory and response variables generalizing canonical correlation. The package consists of functions, rqcan() for fitting the coefficients, and summary.rqcan(), which calls a bootstrap function. For details, see the help files for rqcan() and summary.rqcan(), and the reference: Portnoy (2022) <doi:10.1016/j.jmva.2022.105071>.
Metadata

Version

0.1.0

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
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    MMIXware
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    none
    OpenBSD
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