Revision 470402e079549c584851dc1a2189d061adb01734 authored by Roger Koenker on 08 August 1977, 00:00:00 UTC, committed by Gabor Csardi on 08 August 1977, 00:00:00 UTC
1 parent 4dfab3b
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)
}
\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.
Also implemented are the \code{"tau"} which generalizes sign scores to an
arbitrary quantile, and \code{"interquartile"} which is appropriate
for tests of scale shift.
}
\item{tau}{
the optional value of \code{tau} if the \code{"tau"} score function is used.
}}
\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.
}
\seealso{
\code{\link{rq}}, \code{\link{rrs.test}}
}
\examples{
data(stackloss)
ranks(rq(stack.loss ~ stack.x, tau=-1))
}
\keyword{regression}
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