• quantreg

  • Referenced in 162 articles [sw04356]
  • inference methods for models of conditional quantiles: Linear and nonlinear parametric and non-parametric (total ... variation penalized) models for conditional quantiles of a univariate response and several methods for handling...
  • CAViaR

  • Referenced in 191 articles [sw04424]
  • CAViaR: Conditional autoregressive value at risk by regression quantiles. Value at risk ... quantile of future portfolio values conditional on current information, the conditional autoregressive value at risk...
  • qrcm

  • Referenced in 14 articles [sw16728]
  • quantile regression coefficient functions. Estimating the conditional quantiles of outcome variables of interest is frequent...
  • Quantregforest

  • Referenced in 6 articles [sw14249]
  • based ensemble method for estimation of conditional quantiles. It is particularly well suited for high...
  • Qtools

  • Referenced in 4 articles [sw27689]
  • Quantiles. Functions for unconditional and conditional quantiles. These include methods for transformation-based quantile regression...
  • extremefit

  • Referenced in 1 article [sw40017]
  • package extremefit: Estimation of Extreme Conditional Quantiles and Probabilities. Extreme value theory, nonparametric kernel estimation ... tail conditional probabilities, extreme conditional quantile, adaptive estimation, quantile regression, survival probabilities...
  • McSpatial

  • Referenced in 2 articles [sw16522]
  • package McSpatial. Locally weighted regression, semiparametric and conditionally parametric regression, fourier and cubic spline functions ... density functions and counterfactuals, nonparametric quantile regression and conditional density functions, Machado-Mata decomposition ... quantile regressions, spatial AR model, repeat sales models, conditionally parametric logit and probit...
  • quantreg.nonpar

  • Referenced in 1 article [sw37935]
  • models. Provides point estimates of the conditional quantile function and its derivatives based on series...
  • forestError

  • Referenced in 1 article [sw39014]
  • squared prediction errors, conditional biases, and conditional quantiles, by out-of-bag weighting...
  • ivqte

  • Referenced in 2 articles [sw37478]
  • distinguish four cases involving conditional and unconditional quantile treatment effects with either exogenous or endogenous...
  • exactRankTests

  • Referenced in 4 articles [sw24795]
  • Permutation Tests. Computes exact conditional p-values and quantiles using an implementation of the Shift...
  • quantilogram

  • Referenced in 25 articles [sw25152]
  • inference tools to do this under general conditions, and it can also be used ... based on comparing the correlogram of quantile hits to a pointwise confidence interval...
  • BayesLN

  • Referenced in 1 article [sw40972]
  • original data scale (like mean and quantiles) do not have posterior moments that are finite (Fabrizi ... estimate several kind of means (unconditional, conditional and conditional ... under a mixed model) and quantiles (unconditional and conditional) are provided...
  • ReGenesees

  • Referenced in 1 article [sw18868]
  • conditional and joint), Ratios, Shares and Ratios of Shares, Multiple Regression Coefficients and Quantiles. Automated...
  • Counterfactual

  • Referenced in 1 article [sw19812]
  • conditional distribution of the outcome given the covariates. They can be applied to estimate quantile...
  • quantspec

  • Referenced in 5 articles [sw14419]
  • Quantile-based spectral analysis: asymptotic theory and computation. In this thesis an alternative method ... information they provide about the conditional distribution the new approach clearly outreaches the traditional, covariance...
  • poparms

  • Referenced in 2 articles [sw37460]
  • Estimation of multivalued treatment effects under conditional independence. This article discusses the poparms command, which ... property. Our implementation jointly estimates means and quantiles of the potential- outcome distributions, allowing...
  • copBasic

  • Referenced in 1 article [sw15588]
  • bicopula are provided; simulation by the conditional distribution method thus is supported. Bicopula Ccomposition, convex ... comoments for copula inference are available. Quantile and median regressions for V with respect...
  • CSDP

  • Referenced in 206 articles [sw00169]
  • CSDP, A C Library for Semidefinite Programming. This...
  • EViews

  • Referenced in 39 articles [sw00254]
  • Eviews supports general statistical analysis and econometric analyses...