./math/R-quantreg, Quantile Regression

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Branch: pkgsrc-2017Q4, Version: 5.29, Package name: R-quantreg-5.29, Maintainer: pkgsrc-users

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.


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