quantreg: Quantile Regression

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 now included. See Koenker (2006) <doi:10.1017/CBO9780511754098> and Koenker et al. (2017) <doi:10.1201/9781315120256>.

Version: 5.88
Depends: R (≥ 2.6), stats, SparseM
Imports: methods, graphics, Matrix, MatrixModels
Suggests: tripack, akima, MASS, survival, rgl, logspline, nor1mix, Formula, zoo, R.rsp, conquer
Published: 2022-02-05
Author: Roger Koenker [cre, aut], Stephen Portnoy [ctb] (Contributions to Censored QR code), Pin Tian Ng [ctb] (Contributions to Sparse QR code), Blaise Melly [ctb] (Contributions to preprocessing code), Achim Zeileis [ctb] (Contributions to dynrq code essentially identical to his dynlm code), Philip Grosjean [ctb] (Contributions to nlrq code), Cleve Moler [ctb] (author of several linpack routines), Yousef Saad [ctb] (author of sparskit2), Victor Chernozhukov [ctb] (contributions to extreme value inference code), Ivan Fernandez-Val [ctb] (contributions to extreme value inference code), Brian D Ripley [trl, ctb] (Initial (2001) R port from S (to my everlasting shame -- how could I have been so slow to adopt R!) and for numerous other suggestions and useful advice)
Maintainer: Roger Koenker <rkoenker at illinois.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.r-project.org
NeedsCompilation: yes
Materials: README ChangeLog
In views: Econometrics, Environmetrics, Optimization, ReproducibleResearch, Robust, Survival
CRAN checks: quantreg results


Reference manual: quantreg.pdf
Vignettes: quantreg: crq
quantreg: rq


Package source: quantreg_5.88.tar.gz
Windows binaries: r-devel: quantreg_5.88.zip, r-release: quantreg_5.88.zip, r-oldrel: quantreg_5.88.zip
macOS binaries: r-release (arm64): quantreg_5.88.tgz, r-release (x86_64): quantreg_5.88.tgz, r-oldrel: quantreg_5.88.tgz
Old sources: quantreg archive

Reverse dependencies:

Reverse depends: abc, AdjBQR, alphaOutlier, BwQuant, caROC, cqn, cqrReg, EILA, EXRQ, ForecastCombinations, genpathmox, lss2, midasr, pfa, pheno, plaqr, QRegVCM, qrjoint, quantreg.nonpar, quantregGrowth, quantsmooth, Rearrangement, riv, RobPer, rqPen, rrat, SIM, SpatialRegimes, turboEM, vdg, weightQuant
Reverse imports: apTreeshape, batchtma, bgumbel, binsreg, CADStat, car, chipPCR, cluscov, ClusPred, cmcR, cmprskQR, cobs, ConnectednessApproach, Counterfactual, crs, ddpca, diveMove, EdSurvey, elfgen, emplik, erah, esreg, fairadapt, ForecastComb, gapfill, GEInter, georob, ggpmisc, ggquickeda, gJLS2, hettx, invacost, iNZightPlots, JWileymisc, locpolExpectile, lqr, LRQMM, MCMCpack, MendelianRandomization, MiRKAT, modeLLtest, MTE, MultiKink, mvctm, MXM, NCA, nlmeVPC, np, NSM3, otvPlots, OutlierDM, PDMIF, perryExamples, pez, plotluck, profExtrema, ptest, pwr2ppl, qcpm, QRank, QRIpkg, qrLMM, qrmix, qrNLMM, qte, QTOCen, Qtools, quantCurves, quantilogram, quantoptr, quantspec, quokar, RATest, rlme, rms, robmed, RPPanalyzer, RPPASPACE, scde, SCnorm, SGP, siqr, skedastic, smoothAPC, sn, SortedEffects, STMr, stR, SystemicR, tidyvpc, TSrepr, tsrobprep, TTCA, WEE, WRTDStidal
Reverse suggests: AER, broom, DAAG, dyn, gamclass, GeoTcgaData, ggeffects, ggiraph, ggplot2, GLDreg, gsubfn, HSAUR3, insight, latticeExtra, lava, marginaleffects, mediation, MultiRobust, openair, opera, optimCheck, parameters, PerformanceAnalytics, picante, simsem, survey, tram, vinereg
Reverse enhances: jtools, prediction, robustbase, stargazer


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