CRAN/E | quantreg

quantreg

Quantile Regression

Installation

About

Estimation and inference methods for models for conditional quantile functions: 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, R. (2005) Quantile Regression, Cambridge U. Press, doi:10.1017/CBO9780511754098 and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, doi:10.1201/9781315120256.

www.r-project.org

Key Metrics

Version 5.95
R ≥ 3.5
Published 2023-04-08 56 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks quantreg results

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Maintainer

Maintainer

Roger Koenker

rkoenker@illinois.edu

Authors

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)

Material

README
ChangeLog
Reference manual
Package source

In Views

Econometrics
Environmetrics
Optimization
ReproducibleResearch
Robust
Survival

Vignettes

quantreg: crq
quantreg: rq

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

quantreg archive

Depends

R ≥ 3.5
stats
SparseM

Imports

methods
graphics
Matrix
MatrixModels
survival
MASS

Suggests

interp
rgl
logspline
nor1mix
Formula
zoo
R.rsp
conquer

Reverse Depends

abc
alphaOutlier
BwQuant
caROC
cqn
cqrReg
EXRQ
ForecastCombinations
lss2
midasr
pfa
pheno
plaqr
QRegVCM
quantreg.nonpar
quantregGrowth
quantsmooth
Rearrangement
riv
RobPer
rrat
SIM
SpatialRegimes
turboEM
vdg
weightQuant

Reverse Imports

apTreeshape
batchtma
bgumbel
binsreg
CADStat
car
chipPCR
cluscov
ClusPred
cmcR
cmprskQR
cobs
ConnectednessApproach
Counterfactual
crs
ddpca
diveMove
EdSurvey
elfgen
emplik
erah
esreg
fairadapt
ForecastComb
gapfill
GEInter
ggpmisc
ggquickeda
gJLS2
HDRFA
hettx
hrqglas
invacost
iNZightPlots
JWileymisc
locpolExpectile
lqmix
lqr
LRQMM
MCMCpack
MendelianRandomization
MiRKAT
modeLLtest
multid
MultiKink
mvctm
MXM
NCA
nlmeVPC
np
Load all 102 items
(warning: might lead to performance issues and take some time)

Reverse Suggests

AER
broom
coveffectsplot
DAAG
dyn
fMRItools
gamclass
ggeffects
ggiraph
ggplot2
GLDreg
grandR
gsubfn
HSAUR3
insight
latticeExtra
lava
marginaleffects
mediation
MultiRobust
openair
opera
optimCheck
parameters
PerformanceAnalytics
picante
simsem
skedastic
survey
tidyfit
tram
vinereg

Reverse Enhances

jtools
prediction
robustbase
stargazer