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quantreg (version 5.11)

Quantile Regression

Description

Estimation and inference methods for models of conditional quantiles: 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 included.

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Install

install.packages('quantreg')

Monthly Downloads

304,799

Version

5.11

License

GPL (>= 2)

Maintainer

Last Published

January 11th, 2015

Functions in quantreg (5.11)