分位数回归R(quantreg).doc

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1、分位数回归R（quantreg）一、如果你能能上国外的点击菜单上“程序包”——>“安装程序包”——>选择一个网站——>点击“quantreg”就能下载并安装。如果你不能上网站，把我附件中的文件解压后，放入Rlibrary的子目录下就可以了。二、用library(quantreg)调入，就可以作分位数回归了。下面的命令帮助你熟悉quantreg.>help(package="quantreg")>help(rq)三、下面是一个例子，或许对你有帮助。data(engel)engelxy1420.1577255.83942541.4117310.95873

2、901.1575485.68004639.0802402.99745750.8756495.56086945.7989633.79787829.3979630.75668979.1648700.440991309.8789830.9586101492.3987815.360211502.8390338.001412616.7168412.361313790.9225520.000614555.8786452.401515713.4412512.720116838.7561658.839517535.0766392.599518596.4408443.5

3、58619924.5619640.116420487.7583333.839421692.6397466.958322997.8770543.396923506.9995317.719824654.1587424.320925933.9193518.961726433.6813338.001427587.5962419.641228896.4746476.320029454.4782386.360230584.9989423.278331800.7990503.357232502.4369354.638933713.5197497.318234906.

4、0006588.519535880.5969654.597136796.8289550.727437854.8791528.3770381167.3716640.481339523.8000401.320440670.7792435.999041377.0584276.560642851.5430588.3488431121.0937664.197844625.5179444.860245805.5377462.899546558.5812377.779247884.4005553.1504481257.4989810.8962492051.17891

5、067.9541501466.33301049.878851730.0989522.701252800.7990572.0807531245.6964907.3969541201.0002811.577655634.4002427.797556956.2315649.9985571148.6010860.6002581768.82361143.4211592822.53302032.679260922.3548590.6183612293.19201570.391162627.4726483.480063889.9809600.4804641162.2

6、000696.2021651197.0794774.796266530.7972390.5984671142.1526612.5619681088.0039708.762269484.6612296.9192701536.02011071.462771678.8974496.597672671.8802503.397473690.4683357.641174860.6948430.337675873.3095624.699076894.4598582.5413771148.6470580.221578926.8762543.880779839.0414

7、588.637280829.4974627.9999811264.0043712.1012821937.9771968.394983698.8317482.581684920.4199593.1694851897.57111033.565886891.6824693.679587889.6784693.6795881221.4818761.279189544.5991361.3981901031.4491628.4522911462.9497771.448692830.4353757.118793975.0415821.5970941337.99831

8、022.320295867.6427679.440796725.7459538.7491979