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quantreg (6.1)

Published 2026-02-24 13:47:24 +00:00 by atheaadmin

Installation

Setup this registry in your Rprofile.site file:

options("repos" = c(getOption("repos"), c(gitea="")))

To install the package, run the following command:

install.packages("quantreg")

For more information on the CRAN registry, see the documentation.

About this package

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,Quantile Regression

Dependencies

Imports	methods, graphics, Matrix, MatrixModels, survival, MASS
Depends	R (>= 3.5), stats, SparseM
Suggests	interp, rgl, logspline, nor1mix, Formula, zoo, R.rsp, conquer

Details

CRAN

2026-02-24 13:47:24 +00:00

1

GPL (>= 2)

Roger Koenker

Stephen Portnoy

Pin Tian Ng

Blaise Melly

Achim Zeileis

Philip Grosjean

Cleve Moler

Yousef Saad

Victor Chernozhukov

Ivan Fernandez-Val

Martin Maechler ,

Project Site

904 KiB

Assets (1)

quantreg_6.1.tar.gz 904 KiB

Versions (1) View all

6.1 2026-02-24