https://github.com/cran/quantreg
Tip revision: f8a9a2601ef44dbb9ef5975e61c538d54ab407c1 authored by Roger Koenker on 14 March 2012, 00:00:00 UTC
version 4.77
version 4.77
Tip revision: f8a9a26
plot.summary.rqs.Rd
\name{plot.summary.rqs}
\alias{plot.summary.rqs}
\title{Visualizing sequences of quantile regression summaries}
\description{A sequence of coefficient estimates for quantile
regressions with varying \code{tau} parameters is visualized
along with associated confidence bands.}
\usage{
\method{plot}{summary.rqs}(x, parm = NULL, level = 0.9, ols = TRUE,
mfrow = NULL, mar = NULL, ylim = NULL, main = NULL,
col = gray(c(0, 0.75)), border = NULL, lcol = 2, lty = 1:2,
cex = 0.5, pch = 20, type = "b", xlab = "", ylab = "", \dots)
}
\arguments{
\item{x}{an object of class \code{"summary.rqs"} as produce by
applying the \code{summary} method to a \code{\link{rq}} object
(with a vector of \code{tau} values).}
\item{parm}{a specification of which parameters are to be plotted,
either a vector of numbers or a vector of names. By default, all
parameters are considered.}
\item{level}{numeric. Confidence level of bands.}
\item{ols}{logical. Should a line for the OLS coefficient and their confidence
bands (as estimated by \code{\link[stats]{lm}}) be added?}
\item{mfrow, mar, ylim, main}{graphical parameters. Suitable defaults are chosen
based on the coefficients to be visualized.}
\item{col}{vector of color specification for \code{rq} coefficients
and the associated confidence polygon.}
\item{border}{color specification for the confidence polygon. By default,
the second element of \code{col} is used.}
\item{lcol, lty}{color and line type specification for OLS coefficients
and their confidence bounds.}
\item{cex, pch, type, xlab, ylab, \dots}{further graphical parameters
passed to \code{\link[graphics]{points}}.}
}
\details{The \code{plot} method for \code{"summary.rqs"} objects visualizes
the coefficients along with their confidence bands. The bands can be
omitted by using the \code{plot} method for \code{"rqs"} objects directly.}
\seealso{\code{\link{rq}}, \code{\link{plot.rqs}}}
\value{An array with all coefficients visualized (and associated confidence bands)
is returned invisibly.}
\examples{
## fit Engel models (in levels) for tau = 0.1, ..., 0.9
data("engel")
fm <- rq(foodexp ~ income, data = engel, tau = 1:9/10)
sfm <- summary(fm)
## visualizations
plot(sfm)
plot(sfm, parm = 2, mar = c(5.1, 4.1, 2.1, 2.1), main = "", xlab = "tau",
ylab = "income coefficient", cex = 1, pch = 19)
}
\keyword{hplot}