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 included.

Artifacts using Quantreg (91)
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A system for 'declaratively' creating graphics, based on "The Grammar of Graphics". You provide the data, tell 'ggplot2' how to map variables to aesthetics, what graphical primitives to use, and it takes care of the details.
Last Release on Nov 21, 2024
Functions and Datasets to Accompany J. Fox and S.
Last Release on Feb 15, 2021
Building on the infrastructure provided by the lattice package, this package provides several new high-level functions and methods, as well as additional utilities such as panel and axis annotation functions.
Last Release on Feb 13, 2021
Summary statistics, two-sample tests, rank tests, generalised linear models, cumulative link models, Cox models, loglinear models, and general maximum pseudolikelihood estimation for multistage stratified, cluster-sampled, unequally weighted survey ...
Last Release on Feb 14, 2021
Contains functions to perform Bayesian inference using posterior simulation for a number of statistical models. Most simulation is done in compiled C++ written in the Scythe Statistical Library Version 1.0.3.
Last Release on Feb 14, 2021
Nonparametric (and semiparametric) kernel methods that seamlessly handle a mix of continuous, unordered, and ordered factor data types. We would like to gratefully acknowledge support from the Natural Sciences and Engineering Research Council of ...
Last Release on Feb 14, 2021
The gsubfn function is like gsub but can take a replacement function or certain other objects instead of the replacement string. Matches and back references are input to the replacement function and replaced by the function output.
Last Release on Feb 13, 2021
Functions for phylocom integration, community analyses, null-models, traits and evolution. Implements numerous ecophylogenetic approaches including measures of community phylogenetic and trait diversity, phylogenetic signal, estimation of trait ...
Last Release on May 12, 2022
Various data sets used in examples and exercises in the book Maindonald, J.H. and Braun, W.J.
Last Release on Feb 13, 2021
Collection of econometric functions for performance and risk analysis. In addition to standard risk and performance metrics, this package aims to aid practitioners and researchers in utilizing the latest research in analysis of non-normal return ...
Last Release on Feb 16, 2021