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qrjoint

2.1-0Package record

Joint Estimation in Linear Quantile Regression

0packages depend
2.9Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

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() and qrjoint() now share a single underlying engine.
  • Fixed a bug in qrjoint() (not qde()) where observations with zero weight (wt = 0) could produce NaN in 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 redmaple data 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

none known

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
Compare downloads with other packages →
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
Imports (6)
LinkingTo (2)
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

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
    record
    2026-09-11 · current release · diff ↗
  • R
    R 4.6.0 released · 2026-04-24
  • 2.0-11
    record
    2025-09-25 · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • unarchivedReturned to CRAN
    2023-04-05
  • 2.0-9
    record
    2023-04-05 · diff ↗
  • archivedRemoved from CRAN
    2023-02-11
    issues were not corrected in time
  • 2.0-6
    record
    2022-05-19 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • 2.0-3
    record
    2019-01-25 · diff ↗
  • 2.0-2
    record
    2018-09-13 · diff ↗
Show 7 earlier eventsHide 7 earlier events
  • 2.0-1
    record
    2018-09-13 · diff ↗ ·
    added 1 export
    qde
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • 1.0-0
    record
    2016-03-16 · diff ↗
  • 0.1-1
    record
    2015-07-14
  • R
    R 3.2.0 released · 2015-04-16

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

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("qrjoint")
Tokdar, S., & Cunningham, E. (2026). qrjoint: Joint Estimation in Linear Quantile Regression (Version 2.1-0) [Computer software]. https://doi.org/10.32614/CRAN.package.qrjoint

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for qrjoint version 2.1-0 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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