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.
| Version: |
5.21 |
| Depends: |
R (≥ 2.6), stats, SparseM |
| Imports: |
methods, graphics, Matrix, MatrixModels |
| Suggests: |
tripack, akima, MASS, survival, rgl, logspline, nor1mix, Formula, zoo |
| Published: |
2016-02-13 |
| Author: |
Roger Koenker [cre, aut],
Stephen Portnoy [ctb] (Contributions to Censored QR code),
Pin Tian Ng [ctb] (Contributions to Sparse QR code),
Achim Zeileis [ctb] (Contributions to dynrq code essentially identical
to his dynlm code),
Philip Grosjean [ctb] (Contributions to nlrq code),
Brian D Ripley [trl, ctb] (Initial (2001) R port from S (to my
everlasting shame -- how could I have been so slow to adopt R!) and
for numerous other suggestions and useful advice) |
| Maintainer: |
Roger Koenker <rkoenker at illinois.edu> |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
http://www.r-project.org |
| NeedsCompilation: |
yes |
| Materials: |
README ChangeLog |
| In views: |
Econometrics, Environmetrics, Optimization, ReproducibleResearch, Robust, SocialSciences, Survival |
| CRAN checks: |
quantreg results |
| Reverse depends: |
abc, alphaOutlier, BSquare, cqrReg, EILA, emplik, ForecastCombinations, genpathmox, GeoXp, lss, McSpatial, mvctm, OutlierDC, pheno, plaqr, qrjoint, quantregGrowth, Rfit, riv, RobPer, rqPen, turboEM, vdg |
| Reverse imports: |
apTreeshape, car, chipPCR, cmprskQR, cobs, Compositional, crs, diveMove, georob, MAVIS, MCMCpack, MXM, NCA, NSM3, OutlierDM, pez, qrLMM, qrNLMM, Qtools, quantspec, rms, RPPanalyzer, SGP, sitar, Zelig |
| Reverse suggests: |
AER, DAAG, dyn, gamclass, ggplot2, GLDreg, gsubfn, HSAUR3, latticeExtra, mediation, np, PerformanceAnalytics, picante, randomizeR, Rz, simsem, survey |
| Reverse enhances: |
stargazer, texreg |