quantreg: Quantile Regression

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 now included. See Koenker (2006) <doi:10.1017/CBO9780511754098> and Koenker et al (2017) <doi:10.1201/9781315120256>.

Version: 5.85
Depends: R (≥ 2.6), stats, SparseM
Imports: methods, graphics, Matrix, MatrixModels, conquer
Suggests: tripack, akima, MASS, survival, rgl, logspline, nor1mix, Formula, zoo, R.rsp
Published: 2021-02-24
Author: Roger Koenker [cre, aut], Stephen Portnoy [ctb] (Contributions to Censored QR code), Pin Tian Ng [ctb] (Contributions to Sparse QR code), Blaise Melly [ctb] (Contributions to preprocessing code), Achim Zeileis [ctb] (Contributions to dynrq code essentially identical to his dynlm code), Philip Grosjean [ctb] (Contributions to nlrq code), Cleve Moler [ctb] (author of several linpack routines), Yousef Saad [ctb] (author of sparskit2), Victor Chernozhukov [ctb] (contributions to extreme value inference code), Ivan Fernandez-Val [ctb] (contributions to extreme value inference 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: https://www.r-project.org
NeedsCompilation: yes
Materials: README ChangeLog
In views: Econometrics, Environmetrics, Optimization, ReproducibleResearch, Robust, SocialSciences, Survival
CRAN checks: quantreg results


Reference manual: quantreg.pdf
Vignettes: quantreg: crq
quantreg: rq
Package source: quantreg_5.85.tar.gz
Windows binaries: r-devel: quantreg_5.85.zip, r-release: quantreg_5.85.zip, r-oldrel: quantreg_5.85.zip
macOS binaries: r-release: quantreg_5.85.tgz, r-oldrel: quantreg_5.83.tgz
Old sources: quantreg archive

Reverse dependencies:

Reverse depends: abc, AdjBQR, alphaOutlier, cqn, cqrReg, EILA, EXRQ, ForecastCombinations, genpathmox, lss2, midasr, OutlierD, OutlierDC, pfa, pheno, plaqr, QRegVCM, qrjoint, quantreg.nonpar, quantregGrowth, quantsmooth, Rearrangement, riv, RobPer, rqPen, rrat, SIM, SpatialRegimes, tidyvpc, turboEM, vdg, weightQuant
Reverse imports: apTreeshape, CADStat, car, cluscov, cmcR, cmprskQR, cobs, Counterfactual, crs, ddpca, diveMove, EdSurvey, emplik, erah, esreg, ForecastComb, gapfill, GEInter, georob, ggquickeda, hettx, invacost, iNZightPlots, JWileymisc, lqr, LRQMM, MAVIS, MCMCpack, MendelianRandomization, midasml, MiRKAT, modeLLtest, MultiKink, mvctm, MXM, NCA, np, NSM3, otvPlots, OutlierDM, pez, plotluck, profExtrema, ptest, QBAsyDist, QRank, QRIpkg, qrLMM, qrmix, qrNLMM, qte, QTOCen, Qtools, quantdr, quantilogram, quantoptr, quantspec, quokar, RATest, rlme, rms, robmed, RPPanalyzer, RPPASPACE, scde, SCnorm, SGP, skedastic, smoothAPC, sn, SortedEffects, stR, SystemicR, TSrepr, tsrobprep, TTCA, WEE, WRTDStidal, Zelig
Reverse suggests: AER, animint2, broom, DAAG, dyn, gamclass, ggeffects, ggiraph, ggplot2, ggpmisc, GLDreg, gsubfn, HSAUR3, insight, latticeExtra, lava, mediation, MultiRobust, openair, opera, optimCheck, parameters, PerformanceAnalytics, picante, simsem, survey, tram, vinereg
Reverse enhances: jtools, prediction, robustbase, stargazer


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