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
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)
- Semiparametric regression during 2003--2007
- Generalized accelerated failure time spatial frailty model for arbitrarily censored data
- Modeling adverse birth outcomes via confirmatory factor quantile regression
- car
- rms
- emplik
- MCMCpack
- sn
- Title not available (Why is that?)
- cmprskQR
- NSM3
- crs
- quantspec
- abc
- qrNLMM
- MXM
- TTCA
- ggpmisc
- turboEM
- erah
- MendelianRandomization
- stR
- vdg
- Applied Econometrics with R
- np
- rqPen
- Counterfactual
- cqrReg
- cobs
- midasr
- rlme
- RobPer
- qrLMM
- qrjoint
- alphaOutlier
- diveMove
- Qtools
- plaqr
- TSrepr
- riv
- esreg
- apTreeshape
- gapfill
- quantregGrowth
- HIMA
- profExtrema
- quantdr
- D-vine copula based quantile regression
- hrqglas
- ForecastCombinations
- ForecastComb
- binsreg
- quantreg.nonpar
- Rearrangement
- lqr
- A branch-and-bound algorithm for instrumental variable quantile regression
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- ClusPred
- On directional multiple-output quantile regression
- Bayesian non-parametric simultaneous quantile regression for complete and grid data
- Nonparametric estimation of conditional medians for linear and related processes
- Conjugate priors and variable selection for Bayesian quantile regression
- Bayesian composite Tobit quantile regression
- Bayesian Tobit quantile regression usingg-prior distribution with ridge parameter
- Quantile regression methods for recursive structural equation models
- Smoothed quantile regression for panel data
- Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
- Probabilistic Index Models
- 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
- The least trimmed quantile regression
- Self-consistent estimation of censored quantile regression
- Small area estimation of the homeless in Los Angeles: an application of cost-sensitive stochastic gradient boosting
- Powerful nonparametric checks for quantile regression
- Robust weighted LAD regression
- A quantile regression estimator for censored data
- Nonparametric quantile regression for twice censored data
- Expectile and quantile regression—David and Goliath?
- Quantile-based spectral analysis: asymptotic theory and computation
- batchtma
- RPPASPACE
- LRQMM
- gJLS2
- locpolExpectile
- caROC
- bgumbel
- QRIpkg
- RPPanalyzer
- MultiKink
- SystemicR
- ddpca
- WRTDStidal
- rrat
- cluscov
- plotluck
- QTOCen
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