# Setup ------------------------------------------------------------------- library(quantreg) statistics <- list() # rq() -------------------------------------------------------------------- data(stackloss) data(engel) rq_median <- rq( stack.loss ~ stack.x, tau = .5, stackloss ) rq_sequence <- rq( foodexp ~ income, tau = c(.05, .1, .25, .75, .9, .95), engel ) statistics <- statistics |> add_stats(rq_median) |> add_stats(rq_sequence) summary(rq_median) summary(rq_median, se = "boot") summary(rq_sequence) # crq() ------------------------------------------------------------------- # An artificial Powell example set.seed(2345) x <- sqrt(rnorm(100)^2) y <- -0.5 + x + (.25 + .25 * x) * rnorm(100) s <- (y > 0) yLatent <- y y <- pmax(0, y) yc <- rep(0, 100) tau <- 0.2 f <- crq(Curv(y, yc) ~ x, tau = tau, method = "Pow") summary(f) # crq example with left censoring set.seed(1968) n <- 200 x <- rnorm(n) y <- 5 + x + rnorm(n) c <- 4 + x + rnorm(n) d <- (y > c) f <- crq(survival::Surv(pmax(y, c), d, type = "left") ~ x, method = "Portnoy") summary(f) # anova() ----------------------------------------------------------------- data(barro) fit1 <- rq( y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro ) fit2 <- rq( y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro, tau = .75 ) fit3 <- rq( y.net ~ lgdp2 + fse2 + gedy2 + Iy2 + gcony2, data = barro, tau = .25 ) anova_joint <- anova(fit1, fit2, fit3) anova_distinct <- anova(fit1, fit2, fit3, joint = FALSE) statistics <- statistics |> add_stats(anova_joint) |> add_stats(anova_distinct) anova_joint anova_distinct # tidy_stats_to_data_frame() ---------------------------------------------- df <- tidy_stats_to_data_frame(statistics) # write_stats() ----------------------------------------------------------- write_test_stats(statistics, "tests/data/quantreg.json") # Cleanup ----------------------------------------------------------------- rm( rq_median, rq_sequence, stackloss, engel, fit1, fit2, fit3, anova_joint, anova_distinct, barro, df, statistics )