CRAN/E | MultiKink

MultiKink

Estimation and Inference for Multi-Kink Quantile Regression

Installation

About

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".

Key Metrics

Version 0.2.0
R ≥ 3.5.0
Published 2023-11-05 144 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks MultiKink results

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Maintainer

Maintainer

Chuang Wan

wanchuanghnu@126.com

Authors

Chuang Wan

aut / cre

Wei Zhong

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

MultiKink archive

Depends

R ≥ 3.5.0

Imports

Matrix
quantreg
methods
gam
utils
stats
pracma

Suggests

knitr
rmarkdown