Quantreg.nonpar: an R package for performing nonparametric series quantile regression

The R package quantreg.nonpar implements nonparametric quantile regression methods
to estimate and make inference on partially linear quantile models. quantreg.nonpar obtains point
estimates of the conditional quantile function and its derivatives based on series approximations to
the nonparametric part of the model. It also provides pointwise and uniform confidence intervals
over a region of covariate values and/or quantile indices for the same functions using analytical
and resampling methods. This paper serves as an introduction to the package and displays basic
functionality of the functions contained within.