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Description

Quantile Regression.

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, <doi:10.1017/CBO9780511754098> and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, <doi:10.1201/9781315120256>.
Metadata

Version

5.98

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
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    none
    OpenBSD
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    Windows
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