Constrained Quantile Regression
Overview
Constrained quantile regression is performed. One constraint is that all beta coefficients (including the constant) cannot be negative, they can be either 0 or strictly positive. Another constraint is that the beta coefficients lie within an interval. References: Koenker R. (2005) Quantile Regression, Cambridge University Press. doi:10.1017/CBO9780511754098.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-05-12
- WARNING12 OK, 1 WARNING2026-05-11
- OK14 OK2026-03-10
Documentation
- Help pages
- 4includes a package overview page
- Examples that run
- 100%3 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 75%
Downloads
Dependencies
Installing consrq adds 8 packages (7 with compiled code, 5.3 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, quantreg 903 KB.
Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.0Latest2024-11-21 · current release
- RR 4.4.0 released · 2024-04-24
Package metadata
- First published
- 2024-11-21
- Total releases
- 1 / 2 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 4.0
- Download size
- 3.2 KB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("consrq")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
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