Function to compute ranks from the dual (regression rankscore) process

Usage

ranks(v, score="wilcoxon")

Arguments

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.

Description

Details

Value

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.

Side Effects

References

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

See also rq, rrs.test

Examples

data(stackloss)
ranks(rq(stack.x,stack.loss))


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