quantreg

Quantile Regression

Estimation and inference methods for models of conditional quantiles: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also included.

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Description file content

Package
quantreg
Title
Quantile Regression
Description
Estimation and inference methods for models of conditional quantiles: Linear and nonlinear parametric and non-parametric (total variation penalized) models for conditional quantiles of a univariate response and several methods for handling censored survival data. Portfolio selection methods based on expected shortfall risk are also included.
Version
5.33
Maintainer
Roger Koenker
Repository
CRAN
Depends
R (>= 2.6), stats, SparseM
Imports
methods, graphics, Matrix, MatrixModels
Suggests
tripack, akima, MASS, survival, rgl, logspline, nor1mix, Formula, zoo
License
GPL (>= 2)
URL
NeedsCompilation
yes
Packaged
2017-04-17 15:11:28 UTC; roger
Author
Roger Koenker [cre, aut], Stephen Portnoy [ctb] (Contributions to Censored QR code), Pin Tian Ng [ctb] (Contributions to Sparse QR code), Achim Zeileis [ctb] (Contributions to dynrq code essentially identical to his dynlm code), Philip Grosjean [ctb] (Contributions to nlrq code), Brian D Ripley [trl, ctb] (Initial (2001) R port from S (to my everlasting shame -- how could I have been so slow to adopt R!) and for numerous other suggestions and useful advice)
Date/Publication
2017-04-18 06:41:23 UTC

install.packages('quantreg')

5.33

4 months ago

https://www.r-project.org

Roger Koenker

GPL (>= 2)

Depends on

R (>= 2.6), stats, SparseM

Imports

methods, graphics, Matrix, MatrixModels

Suggests

tripack, akima, MASS, survival, rgl, logspline, nor1mix, Formula, zoo

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