panel.quantile {latticeExtra} | R Documentation

## Plot a quantile regression line with standard error bounds.

### Description

Plot a quantile regression line with standard error bounds, using the quantreg package. This is based on the `stat_quantile` function from ggplot2.

### Usage

    panel.quantile(x, y, form = y ~ x, method = "rq", ...,
        tau = 0.5, ci = FALSE, ci.type = "default", level = 0.95,
        n = 100, col = plot.line$col, col.se = col,
        lty = plot.line$lty, lwd = plot.line$lwd,
        alpha = plot.line$alpha, alpha.se = 0.25, border = NA,
        superpose = FALSE,
        ## ignored: ##
        subscripts, group.number, group.value,
        type, col.line, col.symbol, fill,
        pch, cex, font, fontface, fontfamily)

### Arguments

`x, y` | data points. If these are missing, they will be looked for in the environment of `form`. So in many cases you can skip these if passing `form`. In fact, for convenience, the formula can be passed as the first argument (i.e. `x`).
`form, method` | the model is constructed (approximately) as `method(form, tau = tau, data = list(x=x, y=y), ...)`. See the Examples section for common choices.
`...` | further arguments passed on to the model function (`method`), typically `rq`.
`tau` | p values for the quantiles to estimate. Note: only one value for `tau` can be specified if estimating confidence intervals with `ci`.
`ci, ci.type, level` | estimate a confidence interval at level `level` using the method `ci.type`; see `predict.rq`.
`n` | number of equi-spaced points on which to evaluate the function.
`col, col.se, lty, lwd, alpha, alpha.se, border` | graphical parameters. `col` and `alpha` apply to the line(s), while `col.se` and `alpha.se` apply to the shaded `ci` region.
`superpose` | if `TRUE`, plot each quantile line (`tau`) in a different style (using `trellis.par.get("superpose.line")`).
`subscripts, group.number, group.value, type, col.line, col.symbol, fill, pch, cex, font, fontface, fontfamily` | ignored.

### Details

It is recommended to look at `vignette("rq", package="quantreg")`.

### Author(s)

Felix Andrews felix@nfrac.org

Based on `stat_quantile` by Hadley Wickham.

### See Also

`rq`, `panel.smoother`, `stat_quantile`

### Examples

    ## library("quantreg")

    set.seed(1)
    xy <- data.frame(x = runif(100), y = rt(100, df = 5))
    xyplot(y ~ x, xy) +
      layer(panel.quantile(x, y, tau = c(.95, .5, .05)))

    if (require("splines")) {
      xyplot(y ~ x, xy) +
        layer(panel.quantile(y ~ ns(x, 3), tau = 0.9))

      xyplot(y ~ x, xy) +
        layer(panel.quantile(y ~ ns(x, 3), tau = 0.9, ci = TRUE))
    }

    xyplot(y ~ x, xy) +
      layer(panel.quantile(x, y, tau = c(.5, .9, .1), superpose = TRUE))
    update(trellis.last.object(),
      auto.key = list(text = paste(c(50,90,10), "% quantile"),
                      points = FALSE, lines = TRUE))

    ## seems not to work...
    #xyplot(y ~ x, xy) +
    #  layer(panel.quantile(y ~ qss(x, lambda=1), method = "rqss"))

[Package latticeExtra version 0.6-28 Index]