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quantreg (version 5.54)

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 now included.

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Install

install.packages('quantreg')

Monthly Downloads

304,799

Version

5.54

License

GPL (>= 2)

Maintainer

Last Published

December 13th, 2019

Functions in quantreg (5.54)