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>.
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),
Martin Maechler
ORCID iD
[ctb] (tweaks (src/chlfct.f, 'tiny','Large')),
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)