TempleMetrics

Estimating Conditional Distributions

Estimates conditional distributions and conditional quantiles. The versions of the methods in this package are primarily for use in multiple step procedures where the first step is to estimate a conditional distribution. In particular, there are functions for implementing distribution regression, quantile regression, and versions of local linear distribution regression; all in a unified framework. Distribution regression provides a way to flexibly model the distribution of some outcome Y conditional on covariates X without imposing parametric assumptions on the conditional distribution but providing more structure than fully nonparametric estimation (See Foresi and Peracchi (1995) <doi:10.2307/2291056> and Chernozhukov, Fernandez-Val, and Melly (2013) <doi:10.3982/ECTA10582>).

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Description file content

Package
TempleMetrics
Title
Estimating Conditional Distributions
Version
1.2.0
Description
Estimates conditional distributions and conditional quantiles. The versions of the methods in this package are primarily for use in multiple step procedures where the first step is to estimate a conditional distribution. In particular, there are functions for implementing distribution regression, quantile regression, and versions of local linear distribution regression; all in a unified framework. Distribution regression provides a way to flexibly model the distribution of some outcome Y conditional on covariates X without imposing parametric assumptions on the conditional distribution but providing more structure than fully nonparametric estimation (See Foresi and Peracchi (1995) and Chernozhukov, Fernandez-Val, and Melly (2013) ).
Depends
R (>= 2.1.0)
License
GPL-2
Encoding
UTF-8
LazyData
true
Imports
stats, BMisc, pbapply
RoxygenNote
6.1.0
NeedsCompilation
no
Packaged
2018-09-12 17:29:10 UTC; tug82594
Author
Brantly Callaway [aut, cre], Weige Huang [aut]
Maintainer
Brantly Callaway
Repository
CRAN
Date/Publication
2018-09-12 17:40:03 UTC

install.packages('TempleMetrics')

1.2.0

2 months ago

Brantly Callaway

GPL-2

Depends on

R (>= 2.1.0)

Imports

stats, BMisc, pbapply

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