https://github.com/cran/quantreg
Tip revision: 61e5d2e598fb5e53345fa9414a615a4d7b524808 authored by Roger Koenker on 18 October 2020, 10:50:03 UTC
version 5.74
version 5.74
Tip revision: 61e5d2e
plot.summary.rqs.Rd
\name{plot.summary.rqs}
\alias{plot.summary.rqs}
\alias{plot.summary.rq}
\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}{Confidence level of bands. When using
the rank based confidence intervals in summary, which is the default
method for sample sizes under 1000, you will need to control the level
of the intervals by passing the parameter alpha to
\code{\link{summary.rq}}, prior to calling
\code{\link{plot.summary.rqs}}. Note also that alpha = 1 - level.}
\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. It can be useful to use a common
vertical scale when plotting as a way of comparing confidence bands constructed
by different methods. For this purpose one can specify a \code{ylim} as a
2 by \code{length(parm)} matrix.}
\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{A list with components \code{z}, an array with all coefficients visualized
(and associated confidence bands), and \code{Ylim}, a 2 by p matrix containing
the y plotting limits. The latter component may be useful for establishing a
common scale for two or more similar plots. The list 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}