Joint Estimation in Linear Quantile Regression
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Overview
About
Maintained by Surya TokdarCRAN page ↗
Joint estimation of quantile specific intercept and slope parameters in a linear regression setting.
Changes in 2.1-0
- The C computational engine has been rewritten in Rcpp/RcppArmadillo, replacing the legacy
.C()interface.qde()andqrjoint()now share a single underlying engine. - Fixed a bug in
qrjoint()(notqde()) where observations with zero weight (wt = 0) could produceNaNin the log-posterior, potentially freezing the MCMC chain. Zero-weight observations now correctly contribute nothing to the likelihood, as documented. This has no effect on models fit with the default (all nonzero) weights. - Performance improvements, all exact (no change to the statistical model): Gaussian-process components are now cached and only recomputed for the MCMC blocks that actually change them; a redundant per-grid-point quantile-function evaluation in the base distribution is now computed once per log-posterior evaluation instead of once per grid point; and the per-observation quantile-bracket search now uses binary search instead of a linear scan. Combined, these give roughly a 1.7-1.9x speedup on typical problem sizes with identical statistical results.
Show all changes in 2.1-0Hide the rest of the changes in 2.1-0
- Added a more numerically robust Cholesky factorization for the adaptive proposal covariance, with jitter-based recovery on failure instead of silently propagating
NaN. - Updated the
redmapledata source URL in the documentation.
From NEWS.md in the release
Install
Health
CRAN checks
13OK
Slowest check: 4.4 min · r-devel-windows-x86_64
Status changes
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-08
- NOTE12 OK, 1 NOTE2026-06-07
- OK14 OK2026-03-10
Advisories
Documentation
In release 2.1-0
READMENoVignettesNoNEWSYes · 67% structured · mentions 2.1-0Citation fileNoWebsitenot declared in DESCRIPTION
- Help pages
- 14 (1 internal)
- Examples that run
- 100%13 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 89%
- Return-value docs
- 100%
- Help pages citing references
- 43%
Downloads
2.9K
CRAN downloads in the past year
Rank #10,653 · ~8/day · ~239/mo
Daily download trend is not available in this view yet.
42930 days
97590 days
2.9K1 year
Also on357 r2u2 autocran
Dependencies
Declared dependencies
6 external dependencies (excludes base and recommended)
Installing qrjoint adds 7 packages (5 with compiled code, 5.3 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, kernlab 1.0 MB.
Depends (4)
R >= 2.6statsgraphicsgrDevices
LinkingTo (2)
Suggests (0)
none
Enhances (0)
none
Code & Tests
Datasets
People & History
People (2)
Author, Maintainer since 0.1-1 (2015)
Author · added in 2.0-1
Releases (9)
Pick two releases to compare their code metrics.
- 2.1-0Latest
- RR 4.6.0 released · 2026-04-24
- 2.0-112025-09-25 · diff ↗
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- unarchivedReturned to CRAN2023-04-05
- 2.0-92023-04-05 · diff ↗
- archivedRemoved from CRAN2023-02-11issues were not corrected in time
- 2.0-62022-05-19 · diff ↗
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 2.0-32019-01-25 · diff ↗
- 2.0-22018-09-13 · diff ↗
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Package metadata
- First published
- 2015-07-14
- Total releases
- 9 / 11 yrs
- License
- GPL-2 OSI
- Minimum R
- ≥ 2.6
- Bundled data
- 23 KB / 2 files
- Download size
- 74 KB
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