./math/R-quantreg, Quantile Regression

[ CVSweb ] [ Homepage ] [ RSS ] [ Required by ] [ Add to tracker ]

Branch: pkgsrc-2019Q1, Version: 5.34, Package name: R-quantreg-5.34, 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.


Required to run:
[lang/g95] [math/R] [math/lapack]

Master sites: (Expand)

Version history: (Expand)