| Name : R-MultiKink
| |
| Version : 0.2.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.1.4
| Date : 2024-06-14 11:34:08
|
| Group : Development/Libraries/Other
| Source RPM : R-MultiKink-0.2.0-lp153.1.4.src.rpm
|
| Size : 0.08 MB
| |
| Packager : (none)
| |
| Summary : Estimation and Inference for Multi-Kink Quantile Regression
|
Description :
Estimation and inference for multiple kink quantile regression for
longitudinal data and the i.i.d data. A bootstrap restarting iterative
segmented quantile algorithm is proposed to estimate the multiple kink
quantile regression model conditional on a given number of change
points. The number of kinks is also allowed to be unknown. In such
case, the backward elimination algorithm and the bootstrap restarting
iterative segmented quantile algorithm are combined to select the
number of change points based on a quantile BIC. For longitudinal data,
we also develop the GEE estimator to incorporate the within-subject
correlations. A score-type based test statistic is also developed for
testing the existence of kink effect. The package is based on the
paper, ``Wei Zhong, Chuang Wan and Wenyang Zhang (2022). Estimation and
inference for multikink quantile regression, JBES\'\' and ``Chuang Wan,
Wei Zhong, Wenyang Zhang and Changliang Zou (2022). Multi-kink quantile
regression for longitudinal data with application to progesterone data
analysis, Biometrics\".
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
