qrjoint: Joint Estimation in Linear Quantile Regression (original) (raw)
Joint estimation of quantile specific intercept and slope parameters in a linear regression setting.
| Version: | 2.0-11 |
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| Depends: | R (≥ 2.6), stats, graphics, grDevices |
| Imports: | splines, coda, Matrix, kernlab, quantreg |
| Published: | 2025-09-24 |
| DOI: | 10.32614/CRAN.package.qrjoint |
| Author: | Surya Tokdar [aut, cre], Erika Cunningham [aut] |
| Maintainer: | Surya Tokdar <surya.tokdar at duke.edu> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| CRAN checks: | qrjoint results |
Documentation:
| Reference manual: | qrjoint.html , <qrjoint.pdf> |
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Downloads:
| Package source: | qrjoint_2.0-11.tar.gz |
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| Windows binaries: | r-devel: qrjoint_2.0-11.zip, r-release: qrjoint_2.0-11.zip, r-oldrel: qrjoint_2.0-11.zip |
| macOS binaries: | r-release (arm64): qrjoint_2.0-11.tgz, r-oldrel (arm64): qrjoint_2.0-11.tgz, r-release (x86_64): qrjoint_2.0-11.tgz, r-oldrel (x86_64): qrjoint_2.0-11.tgz |
| Old sources: | qrjoint archive |
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=qrjointto link to this page.