2016-01-01 12:47:40 by Wen Heping | Files touched by this commit (3) |
Log message: Import quantreg-5.19 as math/R-quantreg. 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. |