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: |
5.11 |
| Depends: |
R (≥ 2.6), stats, SparseM |
| Suggests: |
tripack, akima, MASS, survival, rgl, logspline, nor1mix, MatrixModels, Matrix, Formula, zoo, dynlm |
| Published: |
2015-01-11 |
| Author: |
Roger Koenker with contributions from Stephen Portnoy, Pin Ng, Achim Zeileis, Philip Grosjean and Brian Ripley |
| 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, AOfamilies, Brq, BSquare, EILA, emplik, genpathmox, GeoXp, GLDreg, lss, McSpatial, mvctm, OutlierDC, pheno, quantregGrowth, Rfit, riv, RobPer, rqPen, turboEM, vdg |
| Reverse imports: |
apTreeshape, car, chipPCR, cmprskQR, cobs, crs, diveMove, georob, mapStats, MAVIS, NSM3, OutlierDM, pez, qrLMM, quantspec, rlme, rms, SGP |
| Reverse suggests: |
AER, DAAG, dyn, gamclass, ggplot2, gsubfn, HSAUR3, latticeExtra, mediation, np, npRmpi, PerformanceAnalytics, picante, Rz, simsem, sitar, survey |
| Reverse enhances: |
stargazer, texreg |