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.

Version: 5.35
Depends: R (≥ 2.6), stats, SparseM
Imports: methods, graphics, Matrix, MatrixModels
Suggests: tripack, akima, MASS, survival, rgl, logspline, nor1mix, Formula, zoo
Published: 2018-02-02
Author: Roger Koenker [cre, aut], Stephen Portnoy [ctb] (Contributions to Censored QR code), Pin Tian Ng [ctb] (Contributions to Sparse QR code), Achim Zeileis [ctb] (Contributions to dynrq code essentially identical to his dynlm code), Philip Grosjean [ctb] (Contributions to nlrq code), Brian D Ripley [trl, ctb] (Initial (2001) R port from S (to my everlasting shame -- how could I have been so slow to adopt R!) and for numerous other suggestions and useful advice)
Maintainer: Roger Koenker <rkoenker at illinois.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.r-project.org
NeedsCompilation: yes
Materials: README ChangeLog
In views: Econometrics, Environmetrics, Optimization, ReproducibleResearch, Robust, SocialSciences, Survival
CRAN checks: quantreg results


Reference manual: quantreg.pdf
Vignettes: Quantile Regression
Package source: quantreg_5.35.tar.gz
Windows binaries: r-devel: quantreg_5.35.zip, r-release: quantreg_5.35.zip, r-oldrel: quantreg_5.35.zip
OS X El Capitan binaries: r-release: quantreg_5.35.tgz
OS X Mavericks binaries: r-oldrel: quantreg_5.34.tgz
Old sources: quantreg archive

Reverse dependencies:

Reverse depends: abc, AdjBQR, alphaOutlier, BSquare, Counterfactual, cqrReg, EILA, emplik, EXRQ, ForecastCombinations, genpathmox, lss, McSpatial, OutlierDC, pfa, pheno, plaqr, PRIMsrc, QRegVCM, qrjoint, quantreg.nonpar, quantregGrowth, Rearrangement, riv, RobPer, rqPen, turboEM, vdg
Reverse imports: apTreeshape, CADStat, car, ccfa, chipPCR, cmprskQR, cobs, crs, diveMove, erah, esreg, ForecastComb, gapfill, georob, MAVIS, MCMCpack, MTE, mvctm, MXM, NCA, np, NSM3, opera, otvPlots, OutlierDM, pez, plotluck, ptest, QRank, qrLMM, qrmix, qrNLMM, qte, Qtools, quantoptr, quantspec, quokar, RATest, rlme, rms, RPPanalyzer, SGP, sitar, smoothAPC, stR, TSrepr, TTCA, WEE, WRTDStidal, Zelig
Reverse suggests: AER, DAAG, dyn, gamclass, ggplot2, GLDreg, gsubfn, HSAUR3, latticeExtra, lava, mediation, openair, PerformanceAnalytics, picante, psytabs, Rz, simsem, survey
Reverse enhances: prediction, stargazer, texreg


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