quantreg (5.51)

5 users

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.

Maintainer: Roger Koenker
Author(s): 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)

License: GPL (>= 2)

Uses: Matrix, MatrixModels, SparseM, R.rsp, akima, logspline, nor1mix, rgl, survival, tripack, zoo, Formula, MASS
Reverse depends: abc, AdjBQR, alphaOutlier, AOfamilies, aratio, arrayImpute, Brq, BSquare, CADStat, cobs, Counterfactual, emplik, EXRQ, ForecastCombinations, genpathmox, GeoXp, GLDreg, lss, midasr, OutlierDC, pfa, pheno, plaqr, PRIMsrc, QRegVCM, qrjoint, quantreg.nonpar, quantregGrowth, quantspec, rankreg, Rearrangement, Rfit, riv, rlme, RobPer, RPPanalyzer, rqmcmb2, rqPen, SGP, turboEM, UsingR, vdg, weightQuant
Reverse suggests: AER, animint2, apTreeshape, broom, car, crs, DAAG, diveMove, dyn, gamclass, ggeffects, ggplot, ggplot2, ggstatsplot, GLDreg, gsubfn, HSAUR3, insight, jtools, latticeExtra, lava, mediation, MultiRobust, np, npRmpi, openair, PerformanceAnalytics, picante, psytabs, randomizeR, rms, Rz, simsem, survey, tram, vinereg, Zelig
Reverse enhances: jtools, prediction, stargazer, texreg

Released about 1 month ago.

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Related packages: VGAM, boot, rms, MASS, BMA, Hmisc, aod, gam, lme4, mgcv, nlme, pscl, sandwich, survival, MNP, Zelig, betareg, bootstrap, car, cluster(20 best matches, based on common tags.)

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