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: 5.11
Depends: R (≥ 2.6), stats, SparseM
Suggests: tripack, akima, MASS, survival, rgl, logspline, nor1mix, MatrixModels, Matrix, Formula, zoo, dynlm
Published: 2015-01-11
Author: Roger Koenker with contributions from Stephen Portnoy, Pin Ng, Achim Zeileis, Philip Grosjean and Brian Ripley
Maintainer: Roger Koenker <rkoenker at illinois.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.r-project.org
NeedsCompilation: yes
Materials: README ChangeLog
In views: Econometrics, Environmetrics, Optimization, ReproducibleResearch, Robust, SocialSciences, Survival
CRAN checks: quantreg results

Downloads:

Reference manual: quantreg.pdf
Vignettes: Quantile Regression
Package source: quantreg_5.11.tar.gz
Windows binaries: r-devel: quantreg_5.11.zip, r-release: quantreg_5.11.zip, r-oldrel: quantreg_5.11.zip
OS X Snow Leopard binaries: r-release: quantreg_5.11.tgz, r-oldrel: quantreg_5.11.tgz
OS X Mavericks binaries: r-release: quantreg_5.11.tgz
Old sources: quantreg archive

Reverse dependencies:

Reverse depends: abc, AOfamilies, Brq, BSquare, cqrReg, EILA, emplik, genpathmox, GeoXp, lss, McSpatial, mvctm, OutlierDC, pheno, quantregGrowth, Rfit, riv, RobPer, rqPen, turboEM, vdg
Reverse imports: apTreeshape, car, chipPCR, cmprskQR, cobs, crs, diveMove, georob, MAVIS, NSM3, OutlierDM, pez, qrLMM, qrNLMM, quantspec, rlme, rms, SGP
Reverse suggests: AER, DAAG, dyn, gamclass, ggplot2, GLDreg, gsubfn, HSAUR3, latticeExtra, mediation, np, npRmpi, PerformanceAnalytics, picante, Rz, simsem, sitar, survey
Reverse enhances: stargazer, texreg