Revision 616fe292ea4c66f8db35d04c9fa045fea56eea02 authored by Roger Koenker on 04 September 2016, 13:02:15 UTC, committed by cran-robot on 04 September 2016, 13:02:15 UTC
1 parent db6345a
Mel.R
``````#Analysis of the QAR(1) Melbourne Temperature Example
require(splines)
if(require(hdrcde)){
if(interactive()){
x <- maxtemp[-3650]
y <- maxtemp[-1]
s <- (x<40)  #Delete a few (influential, ridiculously hot) days
x <- x[s]
y <- y[s]
z <- seq(10,36,length=100)

fit <- rq(y~ bs(x,knots=quantile(x,c(.05,.25,.5,.75,.95))), tau =  1:19/20)
par(cex=1,pty="s")
xlab <- "yesterday's max temperature"
ylab <- "today's max temperature"
plot(x,y,pch=".",xlab=xlab,ylab=ylab)
matlines(z,predict(fit, newdata = data.frame(x = z)), lty = 1)
abline(c(0,1),lty=3)
title("Melbourne QAR Model")

taus <- 1:199/200
xs <- c(11,16,21,25,30,35)
fit <- rq(y~ bs(x,knots=quantile(x,c(.05,.25,.5,.75,.95))), tau = taus)
Qy <- predict(fit,newdata = data.frame(x = xs))
par(mfrow = c(2,3))
for(i in 1:length(xs)){
Qyi <- Qy[i,-1]
fhat <- akj(Qyi,Qyi,diff(taus), h = 1)\$dens
xlab <- "today's max temperature"
plot(Qyi,fhat,type="l",xlab=xlab,ylab="density")
abline(v=xs[i], col="red")
title(paste("Yesterday's Temp", format(round(xs[i]))))
}
par(oldpar)
}
else warning("Need hdrcde package to get data for this demo")
}

`````` Computing file changes ...