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quantreg

Quantile Regression

v6.1 · Mar 10, 2025 · GPL (>= 2)
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Description

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>.

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CRAN Check Status

14 OK
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r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Reverse Dependencies (195)

depends

BwQuant EXRQ ForecastCombinations Rearrangement RobPer SpatialRegimes abc alphaOutlier caROC cqrReg diagL1 lss2 midasr pheno plaqr quantreg.nonpar quantregGrowth quasar riv rrat turboEM weightQuant

imports

ACE.CoCo ClusPred Compositional ConnectednessApproach Counterfactual EMOTIONS EdSurvey FARS GEInter HCPclust HDRFA HIMA IVCor MCMCpack MECfda MRZero MTE MendelianRandomization MiRKAT MultiKink NCA NSM3 OPTtesting PDMIF QR.break QRIpkg QRank QTE.RD QTOCen QregBB Qtools QuantileOnQuantile RATest RPPASPACE RPPanalyzer SGP STMr SiFINeT SimplyAgree SystemicR TSrepr TTCA WRTDStidal WpProj aftsem ardlverse asm atRisk batchtma bayespmtools bgumbel binsreg boostrq car caustests chipPCR cmprskQR cobs consrq crs ddpca diveMove elfgen emplik erah esreg fairadapt fastqrs fqardl gJLS2 geeVerse georob ggpmisc ggquickeda gomp hettx iNZightPlots invacost landpred lqmix lqr marlod matrisk modeLLtest multid mvctm newIMVC nlmeVPC nonParQuantileCausality np npRmpi pboost pcvr perryExamples pez plotluck profExtrema pwr2ppl qadf qardlr qcauchyreg qcpm qfa qrLMM qrNLMM qrjoint qrmix qte quantCurves quantdr quantilogram quantoptr quantspec reverseR rlme rms robflreg robmed rqPen rqcanon sn stR subsampling tidyvpc tsrobprep unitquantreg unitrootests wired xtcspqardl xtpqardl

suggests

AER GET GLDreg HRW HSAUR3 MultiRobust PerformanceAnalytics SeBR broom broom.helpers coveffectsplot dyn fMRItools ggblanket ggdibbler ggeffects ggformula ggiraph ggplot2 ggstance ggthemes grandR gsubfn insight latticeExtra lava marginaleffects mediation openair optimCheck parameters pep725 performance picante qbrms rifttable simsem skedastic statuser survey tidyfit tram vinereg

Dependency Network

Dependencies Reverse dependencies SparseM Matrix MatrixModels survival MASS BwQuant EXRQ ForecastCombinations Rearrangement RobPer SpatialRegimes abc alphaOutlier caROC cqrReg diagL1 lss2 midasr pheno plaqr +180 more reverse deps quantreg

Version History

new 6.1 Mar 10, 2026
updated 6.1 ← 6.00 diff Mar 9, 2025
updated 6.00 ← 5.99.1 diff Jan 28, 2025
updated 5.99.1 ← 5.99 diff Nov 21, 2024
updated 5.99 ← 5.98 diff Oct 21, 2024
updated 5.98 ← 5.97 diff May 25, 2024
updated 5.97 ← 5.96 diff Aug 18, 2023
updated 5.96 ← 5.95 diff Jul 18, 2023
updated 5.95 ← 5.94 diff Apr 7, 2023
updated 5.94 ← 5.93 diff Jul 19, 2022
updated 5.93 ← 5.88 diff May 1, 2022
updated 5.88 ← 5.87 diff Feb 4, 2022
updated 5.87 ← 5.86 diff Jan 25, 2022
updated 5.86 ← 5.85 diff Jun 5, 2021
updated 5.85 ← 5.83 diff Feb 23, 2021
updated 5.83 ← 5.82 diff Jan 21, 2021
updated 5.82 ← 5.75 diff Jan 10, 2021
updated 5.75 ← 5.74 diff Oct 26, 2020
updated 5.74 ← 5.73 diff Oct 17, 2020
updated 5.73 ← 5.70 diff Oct 1, 2020