R: Visualizing sequences of quantile regressions

plot.rqs {quantreg} | R Documentation

## Visualizing sequences of quantile regressions

### Description

A sequence of coefficient estimates for quantile regressions with varying `tau` parameters is visualized.

### Usage

    ## S3 method for class 'rqs'
    plot(x, parm = NULL, ols = TRUE,
      mfrow = NULL, mar = NULL, ylim = NULL, main = NULL, col = 1:2, lty = 1:2,
      cex = 0.5, pch = 20, type = "b", xlab = "", ylab = "", ...)

### Arguments

`x` | an object of class `"rqs"` as produce by `rq` (with a vector of `tau` values).
`parm` | a specification of which parameters are to be plotted, either a vector of numbers or a vector of names. By default, all parameters are considered.
`ols` | logical. Should a line for the OLS coefficient (as estimated by `lm`) be added?
`mfrow, mar, ylim, main` | graphical parameters. Suitable defaults are chosen based on the coefficients to be visualized.
`col, lty` | graphical parameters. For each parameter, the first element corresponds to the `rq` coefficients and the second to the `lm` coefficients.
`cex, pch, type, xlab, ylab, ...` | further graphical parameters passed.

### Details

The `plot` method for `"rqs"` objects visualizes the coefficients only, confidence bands can be added by using the `plot` method for the associated `"summary.rqs"` object.

### Value

A matrix with all coefficients visualized is returned invisibly.

### See Also

`rq`, `plot.summary.rqs`

### Examples

    ## fit Engel models (in levels) for tau = 0.1, ..., 0.9
    data("engel")
    fm <- rq(foodexp ~ income, data = engel, tau = 1:9/10)

    ## visualizations
    plot(fm)
    plot(fm, parm = 2, mar = c(5.1, 4.1, 2.1, 2.1), main = "", xlab = "tau",
      ylab = "income coefficient", cex = 1, pch = 19)

[Package quantreg version 5.70 Index]