• quantreg

  • Referenced in 151 articles [sw04356]
  • package quantreg: Quantile Regression. Estimation and inference methods for models of conditional quantiles: Linear...
  • CAViaR

  • Referenced in 172 articles [sw04424]
  • autoregressive process and estimates the parameters with regression quantiles. Utilizing the criterion that each period...
  • mcmcse

  • Referenced in 21 articles [sw08171]
  • settings. MCSE computation for expectation and quantile estimators is supported. The package also provides functions...
  • fitdistrplus

  • Referenced in 24 articles [sw15776]
  • data) and allowing different estimation methods (maximum likelihood, moment matching, quantile matching and maximum goodness ... estimation). Outputs of fitdist and fitdistcens functions are S3 objects, for which specific methods ... provided, including summary, plot and quantile. This package also provides various functions to compare ... handle to bootstrap parameter estimates. Detailed examples are given in food risk assessment, ecotoxicology...
  • cmprskQR

  • Referenced in 17 articles [sw11076]
  • cmprskQR: Analysis of Competing Risks Using Quantile Regressions. Estimation, testing and regression modeling of subdistribution...
  • rms

  • Referenced in 95 articles [sw04532]
  • censored responses, and implements penalized maximum likelihood estimation for logistic and ordinary linear models ... spatially correlated observations, generalized linear models, and quantile regression...
  • qrcm

  • Referenced in 8 articles [sw16728]
  • quantile regression coefficient functions. Estimating the conditional quantiles of outcome variables of interest is frequent ... depend on the order of the quantile being estimated. For example, the coefficients ... parametric functions of the order of the quantile. This approach may have advantages in terms...
  • grf

  • Referenced in 23 articles [sw27871]
  • parametric least-squares regression, quantile regression, and treatment effect estimation (optionally using instrumental variables). This...
  • np

  • Referenced in 97 articles [sw10543]
  • variety of nonparametric and semiparametric kernel-based estimators that are popular among econometricians. There ... parametric mean regression models and parametric quantile regression models, among others. The np package focuses...
  • STABLE

  • Referenced in 108 articles [sw04843]
  • density (pdf), cumulative distribution function (cdf), and quantiles for a general stable distribution. These routines ... random variates. It also performs maximum likelihood estimation of stable parameters and some exploratory data...
  • PROC MEANS

  • Referenced in 4 articles [sw12084]
  • calculates descriptive statistics based on moments; estimates quantiles, which includes the median; calculates confidence limits...
  • iqreg

  • Referenced in 2 articles [sw37396]
  • Stata sg70: Interquantile and simultaneous-quantile regression. iqreg estimates interquantile range regressions, regressions ... obtained via bootstrapping. sqreg estimates quantile regressions. It produces the same coefficients as qreg would ... produce were each quantile estimated separately. Reported standard errors will be similar, the difference being ... bsqreg) in that it can estimate results for multiple quantiles simultaneously, meaning that the calculated...
  • DepthProc

  • Referenced in 11 articles [sw17738]
  • depth techniques involving multivariate quantile-quantile plots, multivariate scatter estimators, multivariate Wilcoxon tests and robust...
  • Quantregforest

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

  • Referenced in 5 articles [sw24179]
  • such as Jonckheere-Terpstra test and estimating survival quantiles...
  • LambertW

  • Referenced in 11 articles [sw06066]
  • simulated, parameters can be estimated from real world data, quantiles can be computed, and results...
  • Brq

  • Referenced in 5 articles [sw23416]
  • package Brq: Bayesian Analysis of Quantile Regression Models. Bayesian estimation and variable selection for quantile...
  • extWeibQuant

  • Referenced in 1 article [sw15361]
  • package extWeibQuant: Estimate Lower Extreme Quantile with the Censored Weibull MLE and Censored Weibull Mixture ... Weibull mixture methods for the lower quantile estimation. Quantile estimates from these two methods ... standard error of the resulting quantile estimates. Also, the methods here can be used...
  • Algorithm 727

  • Referenced in 2 articles [sw04694]
  • efficient algorithm for estimating the qth quantile of a set of n data points ... introduced. The standard error of the quantile estimate is estimated using overlapping batch statistics...
  • QICD

  • Referenced in 13 articles [sw19679]
  • package QICD. Estimate the Coefficients for Non-Convex Penalized Quantile Regression Model by using QICD...