Censored Quantile Regression & Monotonicity-Respecting Restoring
Description
Perform censored quantile regression of Huang (2010) , and restore monotonicity respecting via adaptive interpolation for dynamic regression of Huang (2017) . The monotonicity-respecting restoration applies to general dynamic regression models including (uncensored or censored) quantile regression model, additive hazards model, and dynamic survival models of Peng and Huang (2007) , among others.