[R] quantreg 3.09
Roger Koenker
roger at ysidro.econ.uiuc.edu
Sun Jun 2 17:10:06 CEST 2002
A new version of the quantile regression package (quantreg 3.09) is now
available on CRAN. The new features include:
1. a new fitting method "fnc" for rq() which allow the call to specify
linear inequality constraints on the coefficients.
2. an anova() function for rq objects that implements several F-like tests
for quantile regression models at a given quantile, and other F-like tests
for tests of linear restrictions on coefficients of rq() fits for several
quantiles, e.g. tests of equality of slopes across quantile fits.
3. some new plotting routines of the sort appearing in my recent JASA
paper with Olga Geling on survival models for the Carey, et al medfly
experiment data.
Comments would be welcome...
url: http://www.econ.uiuc.edu Roger Koenker
email roger at ysidro.econ.uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
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