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quantreg

6.1Package record

Quantile Regression

162packages dependsuggested by 56
5.2Mdownloads / year
51.9%test coverage
8/13flavors OK

Overview

About

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, doi:10.1017/CBO9780511754098 and Koenker, R. et al. (2017) Handbook of Quantile Regression, CRC Press, doi:10.1201/9781315120256.

Install

Health

CRAN checks
5NOTE8OK
Check messages
NOTER code for possible problemsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64
Found calls to structure() using deprecated special names:
  quantreg/R/table.R (.Dim: 1, .Dimnames: 1)
'.Dim' should be changed to 'dim'.
'.Dimnames' should be changed to 'dimnames'.

CRAN check page ↗

Slowest check: 5.0 min · r-devel-windows-x86_64
Status changes
  • NOTE8 OK, 5 NOTE2026-09-24
  • ERROR7 OK, 5 NOTE, 1 ERROR2026-09-11
  • NOTE11 OK, 2 NOTE2026-07-16
  • OK13 OK2026-06-08
  • ERROR12 OK, 1 ERROR2026-06-07
Show 1 earlier changeHide 1 earlier change
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 6.1
READMEYes · 182 wordsVignettesYes · 2 · staticNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
79
Examples that run
100%40 run in a plain check
Exported functions with examples
49%
Documented parameters
92%
Return-value docs
84%
Help pages citing references
67%

Also includes 22 demo scripts (run with demo())

Downloads

5.2M
CRAN downloads in the past year
Rank #140 · ~14.3K/day · ~434.7K/mo
Daily download trend is not available in this view yet.
375.3K30 days
1.2M90 days
5.2M1 year
Compare downloads with other packages →
Also on72.3K r2u271 autocran150.5K conda_forge2.8K c2d4u

Dependencies

Declared dependencies
10 external dependencies (excludes base and recommended)

Installing quantreg adds 2 packages (1 with compiled code, 564 KB of source tarballs). Heaviest: SparseM 540 KB, MatrixModels 24 KB.

Depends (3)
R >= 3.5statsSparseM
Imports (6)
methodsgraphicsMatrixMatrixModelssurvivalMASS
LinkingTo (0)
none
Enhances (0)
none

Datasets

People & History

People (12)
Maintainer, Author · added in 4.76
Contributor · added in 5.73
contributions to extreme value inference code
Contributor · added in 5.73
contributions to extreme value inference code
Contributor · added in 5.05
Contributions to nlrq code
Contributor · added in 5.99.1
tweaks (src/chlfct.f, 'tiny','Large')
Contributor · added in 5.61
Contributions to preprocessing code
Contributor · added in 5.52
author of several linpack routines
Contributor
Contributions to Sparse QR code
Contributor · added in 5.05
Contributions to Censored QR code
Show 3 more contributorsHide 3 contributors
Translator, Contributor
Initial (2001) R port from S (to my everlasting shame -- how could I have been so slow to adopt R!) and for numerous…
Contributor · added in 5.83
author of sparskit2
Contributor · added in 5.05
Contributions to dynrq code essentially identical to his dynlm code

Maintainer since at least 3.02

Listed in earlier versions (4)
Show 4 peopleHide 4 people
Kjetil Halvorsen.
no longer listed · 2.0-2
no longer listed · 3.01-1 to 3.52
Brian D
no longer listed · 5.05 to 6.1
Pin Tian
no longer listed · 5.05 to 6.1
Releases (79)

Pick two releases to compare their code metrics.

Show 98 earlier eventsHide 98 earlier events

Package metadata

First published
1999-01-11
Total releases
79 / 27 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 3.5
Bundled data
49 KB / 9 files
Download size
903 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("quantreg")
Koenker, R., Chernozhukov, V., Fernandez-Val, I., Grosjean, P., Maechler, M., Melly, B., Moler, C., Ng, P. T., Portnoy, S., Ripley, B. D., Saad, Y., & Zeileis, A. (2025). quantreg: Quantile Regression (Version 6.1) [Computer software]. https://doi.org/10.32614/CRAN.package.quantreg

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 quantreg version 6.1 [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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