Package: quantreg
Title: Quantile Regression
Description: 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.
Version: 5.82
Authors@R: c(
person("Roger", "Koenker", role = c("cre","aut"), email = "rkoenker@illinois.edu"),
person("Stephen", "Portnoy", role = c("ctb"),
comment = "Contributions to Censored QR code", email = "sportnoy@illinois.edu"),
person(c("Pin", "Tian"), "Ng", role = c("ctb"),
comment = "Contributions to Sparse QR code", email = "pin.ng@nau.edu"),
person("Blaise", "Melly", role = c("ctb"),
comment = "Contributions to preprocessing code", email = "mellyblaise@gmail.com"),
person("Achim", "Zeileis", role = c("ctb"),
comment = "Contributions to dynrq code essentially identical to his dynlm code",
email = "Achim.Zeileis@uibk.ac.at"),
person("Philip", "Grosjean", role = c("ctb"),
comment = "Contributions to nlrq code", email = "phgrosjean@sciviews.org"),
person("Cleve", "Moler", role = c("ctb"),
comment = "author of several linpack routines"),
person("Victor", "Chernozhukov", role = c("ctb"),
comment = "contributions to extreme value inference code"),
person("Ivan", "Fernandez-Val", role = c("ctb"),
comment = "contributions to extreme value inference code"),
person(c("Brian", "D"), "Ripley", role = c("trl","ctb"),
comment = "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", email = "ripley@stats.ox.ac.uk"))
Maintainer: Roger Koenker <rkoenker@illinois.edu>
Repository: CRAN
Depends: R (>= 2.6), stats, SparseM
Imports: methods, graphics, Matrix, MatrixModels, conquer
Suggests: tripack, akima, MASS, survival, rgl, logspline, nor1mix,
Formula, zoo, R.rsp
License: GPL (>= 2)
URL: https://www.r-project.org
NeedsCompilation: yes
VignetteBuilder: R.rsp
Packaged: 2021-01-10 15:46:16 UTC; roger
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),
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)
Date/Publication: 2021-01-10 23:30:06 UTC