
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 leastsquares regression, quantile regression, and treatment effect estimation (optionally using instrumental variables). This...

np
 Referenced in 97 articles
[sw10543]
 variety of nonparametric and semiparametric kernelbased 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 simultaneousquantile 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 quantilequantile plots, multivariate scatter estimators, multivariate Wilcoxon tests and robust...

Quantregforest
 Referenced in 6 articles
[sw14249]
 treebased ensemble method for estimation of conditional quantiles. It is particularly well suited...

clinfun
 Referenced in 5 articles
[sw24179]
 such as JonckheereTerpstra 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 NonConvex Penalized Quantile Regression Model by using QICD...