qrjoint: Joint Estimation in Linear Quantile Regression

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

Version: 1.0-0
Depends: R (≥ 2.6), stats, graphics, grDevices, quantreg
Imports: splines, coda, Matrix, kernlab
Published: 2016-03-16
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_1.0-0.tar.gz
Windows binaries: r-devel: qrjoint_1.0-0.zip, r-release: qrjoint_1.0-0.zip, r-oldrel: qrjoint_1.0-0.zip
OS X Mavericks binaries: r-release: qrjoint_1.0-0.tgz, r-oldrel: qrjoint_1.0-0.tgz
Old sources: qrjoint archive


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