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,
- Version5.99
- R version≥ 3.5 stats,
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release10/22/2024
Documentation
Team
Roger Koenker
Stephen Portnoy
Show author detailsRolesContributorPin Tian Ng
Show author detailsRolesContributorBlaise Melly
Show author detailsRolesContributorAchim Zeileis
Show author detailsRolesContributorPhilip Grosjean
Show author detailsRolesContributorCleve Moler
Show author detailsRolesContributorYousef Saad
Show author detailsRolesContributorVictor Chernozhukov
Show author detailsRolesContributorIvan Fernandez-Val
Show author detailsRolesContributorBrian D Ripley
Show author detailsRolesTranslator, Contributor
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- Depends2 packages
- Imports5 packages
- Suggests8 packages
- Reverse Depends26 packages
- Reverse Imports121 packages
- Reverse Suggests37 packages
- Reverse Enhances5 packages