rqcanon: 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>.

Version: 0.1.0
Depends: R (≥ 2.10)
Imports: quantreg
Published: 2024-07-27
Author: Stephen Portnoy [aut, cre], Isa Mostachetti [com], Daniel Taylor-Rodriguez [rev]
Maintainer: Stephen Portnoy <sportnoy at illinois.edu>
License: MIT + file LICENSE
NeedsCompilation: no
CRAN checks: rqcanon results

Documentation:

Reference manual: rqcanon.pdf

Downloads:

Package source: rqcanon_0.1.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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