quantreg (version 5.97)

Quantile Regression

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, and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, .

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install.packages('quantreg')

Monthly Downloads

270,382

Version

5.97

License

GPL (>= 2)

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Last Published

August 19th, 2023

Functions in quantreg (5.97)