New Link Functions for Distribution–Specific Quantile Regression Based on Vector Generalized Linear and Additive Models

Table 4

Arguments handled by the function VGAMextra::Q.reg().

Argument	Description
y	Numeric, a vector or a matrix. It is the response or dependent variable in the formula of the model to be fitted.
pvector	A prototype vector. Entries are the conditional p-quantiles in the fitting process.
length.arg	A unit-length positive integer. It is the number of p-quantiles to be modelled.