
CRAN . R-PROJECT . ORG {
}
Title:
CRAN: Package quantreg
Description:
Estimation and inference methods for models for conditional quantile functions: 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 now included. See Koenker, R. (2005) Quantile Regression, Cambridge U. Press, <<a href="https://doi.org/10.1017%2FCBO9780511754098" target="_top">doi:10.1017/CBO9780511754098</a>> and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, <<a href="https://doi.org/10.1201%2F9781315120256" target="_top">doi:10.1201/9781315120256</a>>.
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25 years and 8 months (reg. 1999-10-27).
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Keywords {🔍}
ctb, code, contributions, quantreg, reverse, quantile, methods, koenker, quantregtgz, regression, inference, author, gpl, source, quantregzip, rrelease, roldrel, models, conditional, censored, survival, press, doi, depends, imports, suggests, roger, extreme, binaries, arm, estimation, functions, linear, nonlinear, parametric, nonparametric, total, variation, penalized, quantiles, univariate, response, handling, data, portfolio, selection, based, expected, shortfall, risk,
Topics {✒️}
ivan fernandez-val [ctb] total variation penalized expected shortfall risk stephen portnoy [ctb] blaise melly [ctb] achim zeileis [ctb] philip grosjean [ctb] cleve moler [ctb] yousef saad [ctb] victor chernozhukov [ctb] gz windows binaries vinereg reverse enhances weightquant reverse imports wrtdstidal reverse suggests censored qr code conditional quantile functions roger koenker [cre canonical form https quantreg results documentation sparse qr code robust cran checks zip macos binaries org/package=quantreg quantile regression conditional quantiles sparsem imports mass suggests preprocessing code dynlm code nlrq code inference code org needscompilation reverse depends inference methods univariate response conquer published linpack routines src/chlfct ripley [trl everlasting shame r-project readme changelog reference manual pdf vignettes r-devel r-release r-oldrel stargazer linking nonlinear parametric crc press
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