ranks {quantreg} | R Documentation |
ranks(v, score="wilcoxon")
v |
regression quantile structure for the model of interest |
score |
The score function desired. Currently implemented score functions are Wilcoxon, Normal, and Sign which are asymptotically optimal for the logistic, Gaussian and Laplace error models respectively. |
The function returns two components one is the ranks, the other is a scale factor which is the L_2 norm of the score function. All score functions should be normalized to have mean zero.
Gutenbrunner, C., J. Jureckova, Koenker, R. and Portnoy, S.(1993) Tests of Linear Hypotheses based on Regression Rank Scores", Journal of Nonparametric Statistics, (2), 307-331.
See also rq, rrs.test
data(stackloss) ranks(rq(stack.x,stack.loss))