https://github.com/cran/quantreg
Tip revision: e821ee31706f5ae32f14507d2df5c39ddfadf110 authored by Roger Koenker on 28 September 2020, 07:20:11 UTC
version 5.70
version 5.70
Tip revision: e821ee3
Mammals.R
require(quantreg)
data(Mammals)
attach(Mammals)
x <- log(weight)
xx <- unique(x[order(x)])
y <- log(speed)
plot(x,y, xlab="Weight in log(Kg)", ylab="Speed in log(Km/hour)",type="n")
points(x[hoppers],y[hoppers],pch = "h", col="red")
points(x[specials],y[specials],pch = "s", col="blue")
others <- (!hoppers & !specials)
points(x[others],y[others], col="black",cex = .75)
taus <- c(.5, .9)
for(i in 1:length(taus)){
fit <- rqss(y ~ qss(x, lambda = 1, constraint = "C"),tau = taus[i])
plot(fit,title = "Running Speed of Mammals", add = TRUE, col = i, lwd = 1.5)
}
legend(4,2,c("Median", "0.9 Quantile"), lty = 1, col = 1:2, lwd = 1.5)
#Now plot confidence bands for the tau = .9 fit
plot(fit,title = "Running Speed of Mammals", band = "both", col = i, lwd = 1.5)
#Now plot slope of the tau = .9 line
xy <- fit$qss[[1]]$xyz
xx <- xy[,1]
yhat <- fit$coef[1] + xy[,2]
g <- diff(yhat)/diff(xx)
plot(xx[-1], g, main = "Fitted Slopes of Running Speed",
xlab="Weight in log(Kg)", ylab="dlog(Speed) /dlog(Weight)")