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 included.
Tests Vignettes
Available Snapshots
This version of quantreg can be found in the following snapshots:
Dependencies
| Imports/Depends/LinkingTo/Enhances (3) |
|---|
| Suggests (8) |
|---|