./math/R-quantreg, Quantile regression

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


Branch: pkgsrc-2022Q3, Version: 5.88, Package name: R-quantreg-5.88, 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.


Master sites: (Expand)


Version history: (Expand)