r-quantreg 5.61 Quantile regression
This package provides an estimation and inference methods for models of conditional quantiles: linear and nonlinear parametric and non-parametric 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.
- Website: https://www.r-project.org
- License: GPL 2+
- Package source: statistics.scm
- Patches: None
- Builds: x86_64-linux, i686-linux