qrjoint: Joint Estimation in Linear Quantile Regression

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

Version: 2.0-3
Depends: R (≥ 2.6), stats, graphics, grDevices, quantreg
Imports: splines, coda, Matrix, kernlab
Published: 2019-01-25
Author: Surya Tokdar and Erika Cunningham
Maintainer: Surya Tokdar <surya.tokdar at duke.edu>
License: GPL-2
NeedsCompilation: yes
CRAN checks: qrjoint results


Reference manual: qrjoint.pdf
Package source: qrjoint_2.0-3.tar.gz
Windows binaries: r-devel: qrjoint_2.0-3.zip, r-release: qrjoint_2.0-3.zip, r-oldrel: qrjoint_2.0-3.zip
OS X binaries: r-release: qrjoint_2.0-3.tgz, r-oldrel: qrjoint_2.0-3.tgz
Old sources: qrjoint archive


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