plot {quantreg}R Documentation

Default Ploting Method for rqss()

Description

Takes a fitted rqss object produced by rqss() and plots the component smooth functions that make up the ANOVA decomposition. Since the components "omit the intercept" the estimated intercept is added back in – this facilitates the comparison of quantile fits particularly.

Usage

plot.rqss(x, ...)

Arguments

x a fitted rqss object produced by rqss().
... additional arguments for the plotting algorithm

Value

The function produces plots for the ANOVA components as a side effect.

Author(s)

Roger Koenker

See Also

rqss

Examples

n <- 200
x <- sort(rchisq(n,4))
z <- x + rnorm(n)
y <- log(x)+ .1*(log(x))^2 + log(x)*rnorm(n)/4 + z
plot(x,y-z)
fit <- rqss(y~qss(x,constraint="N")+z)
lines(x[-1],fit$coef[1]+fit$coef[-(1:2)])
fit <- rqss(y~qss(x,constraint="I")+z)
lines(x[-1],fit$coef[1]+fit$coef[-(1:2)],col="blue")
fit <- rqss(y~qss(x,constraint="CI")+z)
lines(x[-1],fit$coef[1]+fit$coef[-(1:2)],col="red")
#Cleanup
rm(list=ls())
#A bivariate example
data(CobarOre)
attach(CobarOre)
fit <- rqss(z~qss(cbind(x,y),lambda=.08))
plot(fit)

[Package quantreg version 3.82 Index]