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quantreg  

Quantile Regression
View on CRAN: Click here


Download and install quantreg package within the R console
Install from CRAN:
install.packages("quantreg")

Install from Github:
library("remotes")
install_github("cran/quantreg")

Install by package version:
library("remotes")
install_version("quantreg", "6.00")



Attach the package and use:
library("quantreg")
Maintained by
Roger Koenker
[Scholar Profile | Author Map]
First Published: 1999-01-11
Latest Update: 2023-08-19
Description:
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, and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, .
How to cite:
Roger Koenker (1999). quantreg: Quantile Regression. R package version 6.00, https://cran.r-project.org/web/packages/quantreg. Accessed 02 Apr. 2025.
Previous versions and publish date:
2.0-2 (1999-01-11 15:48), 3.01-1 (2000-02-27 13:13), 3.02 (2001-06-23 08:21), 3.03 (2001-07-12 09:27), 3.04 (2001-12-16 11:45), 3.05 (2001-12-22 18:48), 3.09 (2002-06-02 09:55), 3.11 (2002-07-11 07:13), 3.17 (2003-02-17 22:15), 3.19 (2003-03-25 15:49), 3.31 (2003-08-23 07:16), 3.32 (2003-10-24 16:59), 3.33 (2004-01-11 22:17), 3.34 (2004-01-14 14:44), 3.35 (2004-03-15 16:50), 3.40 (2004-06-13 01:30), 3.50 (2004-08-01 13:24), 3.52 (2004-09-18 10:28), 4.76 (2011-12-02 17:23), 4.77 (2012-03-14 19:26), 4.78 (2012-03-22 22:25), 4.79 (2012-04-13 22:28), 4.81 (2012-06-25 16:49), 4.85 (2012-09-03 10:44), 4.90 (2012-09-05 09:16), 4.91 (2012-09-22 20:08), 4.94 (2012-12-17 17:51), 4.95 (2013-02-27 07:37), 4.96 (2013-03-01 07:51), 4.97 (2013-03-28 19:53), 4.98 (2013-04-24 08:06), 5.01 (2013-08-06 20:07), 5.02 (2013-08-15 07:08), 5.04 (2013-09-19 21:44), 5.05 (2013-09-23 16:10), 5.08 (2015-01-10 04:39), 5.11 (2015-01-11 09:23), 5.18 (2015-08-16 23:06), 5.19 (2015-08-31 23:26), 5.21 (2016-02-13 00:52), 5.24 (2016-05-14 00:47), 5.26 (2016-06-07 16:36), 5.29 (2016-09-04 13:02), 5.33 (2017-04-18 08:41), 5.34 (2017-10-25 18:48), 5.35 (2018-02-02 22:20), 5.36 (2018-05-29 13:33), 5.38 (2018-12-18 10:40), 5.40 (2019-06-03 14:40), 5.41 (2019-06-28 17:00), 5.42.1 (2019-07-27 12:38), 5.42 (2019-07-15 16:00), 5.51 (2019-08-07 19:10), 5.52 (2019-11-09 15:20), 5.54 (2019-12-13 12:10), 5.55 (2020-04-01 12:00), 5.61 (2020-07-09 15:00), 5.65 (2020-09-08 15:10), 5.67 (2020-09-09 10:30), 5.70 (2020-09-28 10:20), 5.73 (2020-10-02 06:20), 5.74 (2020-10-18 13:50), 5.75 (2020-10-27 20:10), 5.82 (2021-01-11 00:30), 5.83 (2021-01-22 06:40), 5.85 (2021-02-24 17:20), 5.86 (2021-06-06 19:10), 5.87 (2022-01-26 19:32), 5.88 (2022-02-05 13:10), 5.93 (2022-05-02 19:42), 5.94 (2022-07-20 10:40), 5.95 (2023-04-08 19:00), 5.96 (2023-07-19 16:30), 5.97 (2023-08-19 15:50), 5.98 (2024-05-26 14:00), 5.99.1 (2024-11-22 14:27), 5.99 (2024-10-22 14:50), 6.00 (2025-01-29 17:40)
Other packages that cited quantreg R package
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Complete documentation for quantreg
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