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)
- Modeling adverse birth outcomes via confirmatory factor quantile regression
- TRIPACK
- car
- ellipse
- leaps
- CAViaR
- DAAG
- ICSNP
- rms
- RLRsim
- quadprog
- factorQR
- emplik
- gbs
- Rmosek
- subselect
- gam
- logistf
- polywog
- Rfit
- mboost
- wle
- yacca
- Rglpk
- SparseM
- HistData
- diptest
- MCMCpack
- BB
- gnm
- BRugs
- GAMLSS
- lars
- lmeSplines
- LowRankQP
- sn
- Title not available (Why is that?)
- SuppDists
- COBS
- Maxlik
- Worm plot
- Systemfit
- np
- QSARdata
- AER
- alr4
- bayesQR
- cmprskQR
- NSM3
- gaoptim
- linprog
- pcaPP
- optextras
- pander
- reportr
- smco
- tsDyn
- DIFlasso
- cts
- crs
- lqmm
- quantspec
- PRINQUAL
- Expectreg
- breastCancerVDX
- DWD
- abc
- parcor
- ssym
- VARCLUS
- qrNLMM
- MXM
- npbr
- codingMatrices
- scam
- turboEM
- gbev
- MendelianRandomization
- qrcm
- WRS2
- Compositional
- AICcmodavg
- Applied Econometrics with R
- np
- neldermead
- testthat
- MatrixModels
- lqr
- qgam
- Sparse least trimmed squares regression for analyzing high-dimensional large data sets
- Quantile and probability curves without crossing
- Semiparametric regression with R
- Semiparametric regression during 2003--2007
- Infinite density at the median and the typical shape of stock return distributions
- Survival Analysis With Quantile Regression Models
- Non-Crossing Non-Parametric Estimates of Quantile Curves
- KScorrect
- ForecastComb
- binsreg
- PROC_R
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