Canonical Quantile Regression

A quantile regression method for multivariate data to find linear combinations of explanatory and response variables generalizing canonical correlation. The package consists of functions, rqcan() for fitting the coefficients, and summary.rqcan(), which calls a bootstrap function. For details, see the help files for rqcan() and summary.rqcan(), and the reference: Portnoy (2022) .


Reference manual

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install.packages("rqcanon")

0.1.0 by Stephen Portnoy, 2 years ago


Browse source code at https://github.com/cran/rqcanon


Authors: Stephen Portnoy [aut, cre] , Isa Mostachetti [com] , Daniel Taylor-Rodriguez [rev]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports quantreg


See at CRAN