Quantile Regression
Overview
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
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'.
- 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
Documentation
- 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())
- quantreg: crq PDF
- quantreg: rq PDF
Downloads
Dependencies
Installing quantreg adds 2 packages (1 with compiled code, 564 KB of source tarballs). Heaviest: SparseM 540 KB, MatrixModels 24 KB.
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and 114 more dependents and 56 packages that suggest it on CRAN ↗
Code & Tests
Datasets
People & History
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Maintainer since at least 3.02
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Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 6.1Latest
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- RR 4.2.0 released · 2022-04-22
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- RR 4.1.0 released · 2021-05-18
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added 11 exports
ParetoTest, Hill, Hill.fit, print.Hill, summary.Hill, print.summary.Hill, Pickands.fit, Pickands, print.Pickands, summary.Pickands, print.summary.Pickands - 5.70
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AIC.nlrq, AIC.rq, AIC.rqs, AIC.rqss, akj, anova.rq, anova.rqlist, anova.rqs, bandwidth.rq, boot.crq, boot.rq, boot.rq.mcmb, boot.rq.pwy, boot.rq.spwy, boot.rq.wxy, boot.rq.xy, ChangeLog, coef.crq, coef.nlrq, combos, critval, crq, crq.fit.pen, crq.fit.por, crq.fit.por2, crq.fit.pow, Curv, deviance.nlrq, dither, dynrq and 103 more - 5.402019-06-03 · diff ↗
- RR 3.6.0 released · 2019-04-26
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- RR 3.5.0 released · 2018-04-23
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- RR 3.2.0 released · 2015-04-16
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- RR 3.1.0 released · 2014-04-10
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- RR 3.0.0 released · 2013-04-03
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- RR 2.14.0 released · 2011-10-31
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- 2.0-21999-01-11
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
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