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.
copied from cf-post-staging / r-quantreg| Label | Latest Version |
|---|---|
| main | 6.1 |
| cf201901 | 5.38 |
| cf202003 | 5.54 |
| gcc7 | 5.38 |
