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 (4)
  • R
  • SparseM
  • MatrixModels
  • conquer
  • Suggests (8)
  • tripack
  • akima
  • rgl
  • logspline
  • nor1mix
  • Formula
  • zoo
  • R.rsp
  • Version History