| Port variant | standard |
| Summary | Quantile Regression |
| BROKEN | |
| Package version | 5.98 |
| Homepage | https://www.r-project.org |
| Keywords | cran |
| Maintainer | CRAN Automaton |
| License | Not yet specified |
| Other variants | There are no other variants. |
| Ravenports | Buildsheet | History |
| Ravensource | Port Directory | History |
| Last modified | 26 MAY 2024, 01:33:21 UTC |
| Port created | 15 APR 2020, 18:11:42 UTC |
| single | quantreg: Quantile Regression Estimation and inference methods for models for conditional quantile functions: 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, R. (2005) Quantile Regression, Cambridge U. Press, <doi:10.1017/CBO9780511754098> and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, <doi:10.1201/9781315120256>. |
| Build (only) |
gmake:primary:standard R:primary:standard icu:dev:standard |
| Build and Runtime |
R-SparseM:single:standard R-MatrixModels:single:standard |
| Runtime (only) |
R:primary:standard R:nls:standard |
| main | mirror://CRAN/src/contrib https://loki.dragonflybsd.org/cranfiles/ |
| R-car:standard | Companion to Applied Regression |