quantreg
Quantile Regression
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, doi:10.1017/CBO9780511754098 and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, doi:10.1201/9781315120256.
- Version5.99.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Koenker, R. (2005) Quantile Regression, Cambridge U. Press, doi:10.1017/CBO9780511754098
- Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, doi:10.1201/9781315120256
- Last release11/22/2024
Documentation
Team
Roger Koenker
Achim Zeileis
Martin Maechler
Ivan Fernandez-Val
Show author detailsRolesContributorStephen Portnoy
Show author detailsRolesContributorCleve Moler
Show author detailsRolesContributorVictor Chernozhukov
Show author detailsRolesContributorBlaise Melly
Show author detailsRolesContributorPin Tian Ng
Show author detailsRolesContributorYousef Saad
Show author detailsRolesContributorPhilip Grosjean
Show author detailsRolesContributorBrian D Ripley
Show author detailsRolesTranslator, Contributor
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- Depends1 package
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- Suggests8 packages
- Reverse Depends24 packages
- Reverse Imports116 packages
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