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math/R-quantreg,
Quantile Regression
Branch: pkgsrc-2016Q1,
Version: 5.19,
Package name: R-quantreg-5.19,
Maintainer: pkgsrc-usersEstimation 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]
Master sites: (Expand)
Version history: (Expand)
- (2016-04-07) Package added to pkgsrc.se, version R-quantreg-5.19 (created)