quantreg
swMATH4356CRANquantregMaRDI QIDQ16533FDOQ16533
Quantile Regression
Last update: 19 August 2023
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
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
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>.
Cited In (only showing first 100 items - show all)
- Generalized accelerated failure time spatial frailty model for arbitrarily censored data
- jagsUI
- optimization
- rqPen
- mma
- QICD
- liquidSVM
- wbsts
- frailtyGAFT
- BSquare
- cqrReg
- cobs
- midasr
- FRegSigComp
- GFD
- Brq
- rlme
- bamlss
- runmlwin
- cmm
- RobPer
- qrLMM
- elliptic
- mapReduce
- OjaNP
- npde
- cdfquantreg
- qrjoint
- AS 229
- mFilter
- murphydiagram
- moQuantile
- alphaOutlier
- diveMove
- Qtools
- rqpd
- plaqr
- Algorithm 478
- TSrepr
- lmSupport
- mvnmle
- riv
- FRegSigCom
- SurvRegCensCov
- esreg
- apTreeshape
- gapfill
- GB2
- FastMMD
- AOfamilies
- QPBB
- IOzone
- quantregGrowth
- rwt
- RCAL
- ExPASy
- HIMA
- flux
- RWT
- profExtrema
- MoRaViA
- quantdr
- D-vine copula based quantile regression
- hrqglas
- ForecastCombinations
- conquer
- A branch-and-bound algorithm for instrumental variable quantile regression
- WR
- ClusPred
- pyhrt
- Bayesian non-parametric simultaneous quantile regression for complete and grid data
- Conjugate priors and variable selection for Bayesian quantile regression
- PBImisc
- Conditional quantile processes based on series or many regressors
- Estimating and testing a quantile regression model with interactive effects
- Multivariate quantiles and multiple-output regression quantiles: from \(L_{1}\) optimization to halfspace depth
- Quantile regression for modelling distributions of profit and loss
- Bayesian quantile regression for censored data
- Laplace regression with censored data
- Expectile and quantile regression—David and Goliath?
- GEInter
- pheno
- modeLLtest
- SGP
- quantilogram
- qcpm
- SortedEffects
- quantCurves
- PDMIF
- BwQuant
- batchtma
- weightQuant
- siqr
- RPPASPACE
- LRQMM
- gJLS2
- locpolExpectile
- caROC
- bgumbel
- QRIpkg
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