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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>.
Version: | 5.99 |
Depends: | R (≥ 3.5), stats, SparseM |
Imports: | methods, graphics, Matrix, MatrixModels, survival, MASS |
Suggests: | interp, rgl, logspline, nor1mix, Formula, zoo, R.rsp, conquer |
Published: | 2024-10-22 |
DOI: | 10.32614/CRAN.package.quantreg |
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, Survival |
CRAN checks: | quantreg results [issues need fixing before 2024-11-19] |
Reference manual: | quantreg.pdf |
Vignettes: |
quantreg: crq (source) quantreg: rq (source) |
Package source: | quantreg_5.99.tar.gz |
Windows binaries: | r-devel: quantreg_5.99.zip, r-release: quantreg_5.99.zip, r-oldrel: quantreg_5.99.zip |
macOS binaries: | r-release (arm64): quantreg_5.99.tgz, r-oldrel (arm64): quantreg_5.99.tgz, r-release (x86_64): quantreg_5.99.tgz, r-oldrel (x86_64): quantreg_5.99.tgz |
Old sources: | quantreg archive |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.