qrjoint: Joint Estimation in Linear Quantile Regression

Joint estimation of quantile specific intercept and slope parameters in a linear regression setting.

Version: 0.1-1
Depends: R (≥ 2.6), stats, graphics, grDevices, quantreg
Imports: splines, coda, Matrix, kernlab
Published: 2015-07-14
Author: Surya Tokdar
Maintainer: Surya Tokdar <tokdar at stat.duke.edu>
License: GPL-2
NeedsCompilation: yes
CRAN checks: qrjoint results


Reference manual: qrjoint.pdf
Package source: qrjoint_0.1-1.tar.gz
Windows binaries: r-devel: qrjoint_0.1-1.zip, r-release: qrjoint_0.1-1.zip, r-oldrel: qrjoint_0.1-1.zip
OS X Snow Leopard binaries: r-release: qrjoint_0.1-1.tgz, r-oldrel: not available
OS X Mavericks binaries: r-release: qrjoint_0.1-1.tgz