CRAN
quantreg 5.41
Quantile Regression
Released Jun 28, 2019 by Roger Koenker
This package cannot yet be used with Renjin because there was a problem building the package using Renjin's toolchain. View Build Log
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Dependencies
MatrixModels 0.4-1 Matrix 1.2-17 SparseM 1.77
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.