./math/R-quantreg, Quantile regression

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Branch: CURRENT, 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.

Required to run:
[lang/g95] [math/lapack] [math/R] [math/blas] [math/R-SparseM] [math/R-MatrixModels]

Required to build:

Master sites: (Expand)

Version history: (Expand)

CVS history: (Expand)

   2022-04-02 11:04:22 by Wen Heping | Files touched by this commit (2)
Log message:
Update to 5.88
   2021-10-26 12:56:13 by Nia Alarie | Files touched by this commit (458)
Log message:
math: Replace RMD160 checksums with BLAKE2s checksums

All checksums have been double-checked against existing RMD160 and
SHA512 hashes
   2021-10-07 16:28:36 by Nia Alarie | Files touched by this commit (458)
Log message:
math: Remove SHA1 hashes for distfiles
   2020-10-12 23:52:05 by Jason Bacon | Files touched by this commit (87)
Log message:
math/blas, math/lapack: Install interchangeable BLAS system

Install the new interchangeable BLAS system created by Thomas Orgis,
currently supporting Netlib BLAS/LAPACK, OpenBLAS, cblas, lapacke, and
Apple's Accelerate.framework.  This system allows the user to select any
BLAS implementation without modifying packages or using package options, by
setting PKGSRC_BLAS_TYPES in mk.conf. See mk/blas.buildlink3.mk for details.

This commit should not alter behavior of existing packages as the system
defaults to Netlib BLAS/LAPACK, which until now has been the only supported


Add new mk/blas.buildlink3.mk for inclusion in dependent packages
Install compatible Netlib math/blas and math/lapack packages
Update math/blas and math/lapack MAINTAINER approved by adam@
OpenBLAS, cblas, and lapacke will follow in separate commits
Update direct dependents to use mk/blas.buildlink3.mk
Perform recursive revbump
   2019-08-08 21:53:58 by Brook Milligan | Files touched by this commit (189) | Package updated
Log message:
Update all R packages to canonical form.

The canonical form [1] of an R package Makefile includes the

- The first stanza includes R_PKGNAME, R_PKGVER, PKGREVISION (as
  needed), and CATEGORIES.

- HOMEPAGE is not present but defined in math/R/Makefile.extension to
  refer to the CRAN web page describing the package.  Other relevant
  web pages are often linked from there via the URL field.

This updates all current R packages to this form, which will make
regular updates _much_ easier, especially using pkgtools/R2pkg.

[1] http://mail-index.netbsd.org/tech-pkg/2019/08/02/msg021711.html
   2018-07-28 16:40:53 by Brook Milligan | Files touched by this commit (126)
Log message:
Remove MASTER_SITES= from individual R package Makefiles.

Each R package should include ../../math/R/Makefile.extension, which also
defines MASTER_SITES.  Consequently, it is redundant for the individual
packages to do the same.  Package-specific definitions also prevent
redefining MASTER_SITES in a single common place.
   2018-01-22 08:35:38 by Wen Heping | Files touched by this commit (2)
Log message:
Update to 5.34

Upstream changes:

1.  Removed Y argument in crq GRAD subroutine, which seems to be superflous.


1.  Added bag of little bootstraps option to summary.rq.  Needs further


1.  Modified the BLB code to use boot.rq.wxy so that the inner loop was all
in fortran, would be nicer if this loop were done with "fn" rather \ 
than "br".
See the note in boot.rq above boot.rq.spwy.

2.  modified the crq.pdf file to fix a mento in the description of the Peng
Huang algorithm.


1.  Added option to return density estimates from predict.rqs

2.  modified rq.fit.fnb to include a rhs input argument.

3.  modified boot.crq to properly deal with only one tau requests
and also changed the default for printing progress report to n - 100,000.
Both suggested by Steve Portnoy.

4.  modified boot.rq so it returns cov(B$B) not cov(B)  as reported
by Marco Geraci

5.  Fixed bug in anova.rqlist to correct error when "fn" method was used
and no $y component was returned.  Reported by Tom LaBone.

6.  Fixed bug in summary.rqss -- control parameters weren't getting
passed to chol call properly.  (Reparted by Geoffrey Shideler (NOAA).)

7.  Added init.c to register .Fortran calls and removed the package =
"quantreg"  argument.


1.  Fix a bug in rqss to allow control parameters to be passed to rqss.fit
when the method is "lasso"  (pointed out by Heracles Apergis.)

2.  changed nrow(R) to NROW(R) in rq.fit.hogg thanks to Paul Newell for bug

3.  fixed axis label typo in demo engel2.

4.  Added Panel.R demo to illustrate fixed effect panel estimation, a la
Galvao job market talk.

5.  Some changes to crq.fit.por as suggested by SLP:

    line 1: add an input variable mw (the error messages suggest changing mw if
    there are  problems with resolving degeneracies or trying to pivot too far,
    and so it  should be possible to do this without getting into the deep part of
    the code)

    lines 3 and 5: test that x is a matrix and add column names if they are

    line 39: define mw so that the fortran constraint is satisfied
   2017-02-11 00:11:05 by Makoto Fujiwara | Files touched by this commit (2)
Log message:
Updated math/R-quantreg  5.21 to 5.29
   From: https://cran.r-project.org/web/packages/quantreg/ChangeLog

1.  Allowed ... to be passed in plot.summary.crqs.

2.  Fixed namespace bug in dynrq, and added an Edgeworth wacky AR(1) example
to dynrq.Rd.

3.  Fixed rqss bug about length of residual vector


1.  Added a "cluster" option for summary.rq() when using the bootstrap \ 
this option implements the wild gradient bootstrap method of Hagemann (2016).
See boot.rq for further details.  [Needs further testing.]

2.  Added a sfn method for rq models, and in the process modified somewhat
the return object for both rq.fit.sfn and rq.fit.sfnc so that it is compatible
with other rq.fit objects.


1.  Reverted to the old fortran versions of srqfn.f and srqfnc.f, ie removed
Martin Maechler's C versions, in preparation for some new sparse forms of the
bootstrapping functions.  Made a couple of slight changes in the return object
for these functions.

2.  Fixed a sihttps://cran.r-project.org/web/packages/quantreg/ChangeLoggn error \ 
in the cluster option pointed out in an email of
Andreas on May 9 2016.

3.  Added jackknife option to boot.rq for the proposal of Portnoy.

4.  Adapted boot.rq and friends so that when there are multiple taus
summary.rqs reuses the same randomization  for each of the taus to facilitate
joint inference with the bootstrap realizations.


1.  When method = "sfn"  store model$x in sparse form.  Then when
bootstrapping use method = "sfn" rather than the usual "br" \ 

2.  When using the "cluster" option for bootstrap allow \ 
"sfn" as above.

3.  When na.action = "omit"  and length(fit$na.action) > 0, then omit
these values from the strata indicator "cluster".  This would seem to
help bring together the survey package and quantreg as desired by
email correspondance with donald706.


1.  Fixed long line per Kurt's suggestion.

2.  Added some comments about method "sfn" in the man page for rq.


1.  removed lines that cat'd taus from rqprocess in the khmal.R

2.  fixed environment problem in nlrq, according to suggestion of
Vaidotas Zemlys-Balevicius email August 9 2016.


1.  Cleaned up the fortran source a bit in accordance with Kurt's mandate
of late August 2016.  There are still some offensive items mainly in crq.f
that should be dealt with, but I wasn't able to dig into this at the moment.