quantreg

MaRDI QIDQ16533swMATHCRANFDO

Authors Roger Koenker

Last update 19 August 2023

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 5.95, 2.0-2, 3.01-1, 3.02, 3.03, 3.04, 3.05, 3.09, 3.11, 3.17, 3.19, 3.31, 3.32, 3.33, 3.34, 3.35, 3.40, 3.50, 3.52, 4.76, 4.77, 4.78, 4.79, 4.81, 4.85, 4.90, 4.91, 4.94, 4.95, 4.96, 4.97, 4.98, 5.01, 5.02, 5.04, 5.05, 5.08, 5.11, 5.18, 5.19, 5.21, 5.24, 5.26, 5.29, 5.33, 5.34, 5.35, 5.36, 5.38, 5.40, 5.41, 5.42.1, 5.42, 5.51, 5.52, 5.54, 5.55, 5.61, 5.65, 5.67, 5.70, 5.73, 5.74, 5.75, 5.82, 5.83, 5.85, 5.86, 5.87, 5.88, 5.93, 5.94, 5.96, 5.97

Official website http://cran.r-project.org/web/packages/quantreg/

Source code repository https://github.com/cran/quantreg

Description

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>.

Cites work

• Handbook of Quantile Regression
• Quantile Regression

Cited in

(only showing first 100 items - show all)

• QregBB
• OPTtesting
• GEInter
• pheno
• quantdr
• modeLLtest
• qcpm
• D-vine copula based quantile regression
• SortedEffects
• quantCurves
• quantilogram
• PDMIF
• BwQuant
• weightQuant
• siqr
• batchtma
• RPPASPACE
• LRQMM
• gJLS2
• locpolExpectile
• caROC
• bgumbel
• QRIpkg
• RPPanalyzer
• lme4qtl
• brokenstick
• WR
• lqmix
• ColByCol
• PBImisc
• conquer
• expectgee
• expectreg
• expectreg
• MatrixModels
• ClusPred
• GRPtests
• pyhrt
• Median-Bilinear-Models
• robmed
• SGP
• qgam
• lqr
• TRIPACK
• SystemicR
• MultiKink
• WRTDStidal
• rrat
• ddpca
• plotluck
• cluscov
• QTOCen
• mvctm
• smoothAPC
• QRegVCM
• quantoptr
• CADStat
• qrmix
• CLUSPLOT
• QRank
• ForecastCombinations
• ptest
• EXRQ
• pfa
• matrisk
• The jackknife's edge: inference for censored regression quantiles
• Forecast dominance testing via sign randomization
• Simultaneous estimation of quantile curves using quantile sheets
• Variable selection in censored quantile regression with high dimensional data
• A smooth block bootstrap for quantile regression with time series
• car
• leaps
• ellipse
• Function compositional adjustments of conditional quantile curves
• Regularized quantile regression under heterogeneous sparsity with application to quantitative genetic traits
• CAViaR
• A semiparametric scale-mixture regression model and predictive recursion maximum likelihood
• Bayesian non-parametric simultaneous quantile regression for complete and grid data
• rms
• DAAG
• ICSNP
• RLRsim
• An aggregate and iterative disaggregate algorithm with proven optimality in machine learning
• A branch-and-bound algorithm for instrumental variable quantile regression
• quadprog
• High dimensional censored quantile regression
• Sequential estimation of censored quantile regression models
• Conjugate priors and variable selection for Bayesian quantile regression
• factorQR
• gbs
• emplik
• Rmosek
• subselect
• gam
• logistf
• polywog
• yacca
• wle
• Rfit
• Nonparametric quantile regression with heavy-tailed and strongly dependent errors

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