https://github.com/cran/quantreg
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Tip revision: 200f1c11ae22b24a56cf0ca87ab882e91f773299 authored by Roger Koenker on 26 February 2013, 00:00:00 UTC
version 4.95
Tip revision: 200f1c1
ranks.rd
\name{ranks}
\alias{ranks}
\title{
Quantile Regression Ranks
}
\description{
Function to compute ranks from the dual (regression rankscore) process.
}
\usage{
ranks(v, score="wilcoxon", tau=0.5, trim = NULL)
}
\arguments{
\item{v}{
  object of class \code{"rq.process"} generated by \code{rq()}
}
\item{score}{
  The score function desired.  Currently  implemented score  functions  
  are \code{"wilcoxon"}, \code{"normal"}, and \code{"sign"}
  which are asymptotically optimal  for  
  the  logistic,  Gaussian  and Laplace location shift models respectively.
  The "normal" score  function is also sometimes called van der Waerden scores.
  Also implemented are the \code{"tau"} which generalizes sign scores to an
  arbitrary quantile, \code{"interquartile"} which is appropriate
  for tests of scale shift, \code{normalscale} for Gaussian scale shift,
  \code{halfnormalscale} for Gaussian scale shift only to the right of the median,
  and \code{lehmann} for Lehmann local alternatives. See Koenker (2010) for
  further details on the last three of these scores.
}
\item{tau}{
  the optional value of \code{tau} if the \code{"tau"} score function is used.
}
\item{trim}{optional trimming proportion parameter(s)  -- only applicable for the
Wilcoxon score function --  when one value is provided there is symmetric 
trimming of the score integral to the interval \code{(trim, 1-trim)}, when
there are two values provided, then the trimming restricts the integration
to \code{(trim[1], trim[2])}.}
}
\value{
The function returns two components. One is the ranks,  the
other is a scale factor which is the \eqn{L_2} norm of the score
function.  All score functions should be normalized to have mean zero.
}
\details{
  See GJKP(1993) for further details.
}
\references{
  Gutenbrunner, C., J. Jureckova,  Koenker, R. and  Portnoy,
  S. (1993)  Tests  of linear hypotheses  based on regression
  rank scores, \emph{Journal of  Nonparametric  Statistics},  (2), 307--331.

  Koenker, R. Rank Tests for Heterogeneous Treatment Effects with Covariates, preprint.
}
\seealso{
  \code{\link{rq}}, \code{\link{rq.test.rank}} \code{\link{anova}}
}
\examples{
data(stackloss)
ranks(rq(stack.loss ~ stack.x, tau=-1))
}
\keyword{regression}
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