• CAViaR

  • Referenced in 191 articles [sw04424]
  • Conditional autoregressive value at risk by regression quantiles. Value at risk (VaR) is the standard ... process and estimates the parameters with regression quantiles. Utilizing the criterion that each period...
  • quantreg

  • Referenced in 164 articles [sw04356]
  • package quantreg: Quantile Regression. Estimation and inference methods for models of conditional quantiles: Linear...
  • np

  • Referenced in 111 articles [sw10543]
  • parametric mean regression models and parametric quantile regression models, among others. The np package focuses...
  • Kernlab

  • Referenced in 109 articles [sw07926]
  • classification, regression, clustering, novelty detection, quantile regression and dimensionality reduction. Among other methods kernlab includes...
  • rms

  • Referenced in 100 articles [sw04532]
  • with binary or ordinal logistic regression, Cox regression, accelerated failure time models, ordinary linear models ... correlated observations, generalized linear models, and quantile regression...
  • gbm

  • Referenced in 60 articles [sw07994]
  • squares, absolute loss, t-distribution loss, quantile regression, logistic, multinomial logistic, Poisson, Cox proportional hazards...
  • grf

  • Referenced in 31 articles [sw27871]
  • methods for non-parametric least-squares regression, quantile regression, and treatment effect estimation (optionally using...
  • QICD

  • Referenced in 20 articles [sw19679]
  • Coefficients for Non-Convex Penalized Quantile Regression Model by using QICD Algorithm. Extremely fast algorithm ... Algorithm for High-dimensional Nonconvex Penalized Quantile Regression. This algorithm combines the coordinate descent algorithm ... cross validation and BIC for quantile regression model. Details are described in Peng...
  • bmrm

  • Referenced in 23 articles [sw11016]
  • beta optimization, ROC optimization, ordinal regression, quantile regression, epsilon insensitive regression, least mean square, logistic...
  • cmprskQR

  • Referenced in 19 articles [sw11076]
  • cmprskQR: Analysis of Competing Risks Using Quantile Regressions. Estimation, testing and regression modeling of subdistribution ... functions in competing risks using quantile regressions, as described in Peng and Fine ... Competing risks quantile regression, JASA...
  • AS 229

  • Referenced in 29 articles [sw26296]
  • Algorithm AS 229: computing regression quantiles...
  • Expectreg

  • Referenced in 16 articles [sw14660]
  • package expectreg: Expectile and Quantile Regression. Expectile and quantile regression of models with nonlinear effects...
  • qrcm

  • Referenced in 14 articles [sw16728]
  • Parametric modeling of quantile regression coefficient functions. Estimating the conditional quantiles of outcome variables ... frequent in many research areas, and quantile regression is foremost among the utilized methods ... coefficients of a quantile regression model depend on the order of the quantile being estimated ... modeling the regression coefficients as parametric functions of the order of the quantile. This approach...
  • bayesQR

  • Referenced in 10 articles [sw11009]
  • package bayesQR: Bayesian quantile regression. Bayesian quantile regression using the asymmetric Laplace distribution, both continuous...
  • lqmm

  • Referenced in 12 articles [sw14399]
  • collection of functions to fit quantile regression models for independent and hierarchical data...
  • rqPen

  • Referenced in 7 articles [sw19266]
  • package rqPen: Penalized Quantile Regression. Performs penalized quantile regression for LASSO, SCAD and MCP functions...
  • Brq

  • Referenced in 7 articles [sw23416]
  • package Brq: Bayesian Analysis of Quantile Regression Models. Bayesian estimation and variable selection for quantile...
  • Quantregforest

  • Referenced in 6 articles [sw14249]
  • quantregForest: Quantile Regression Forests. Quantile Regression Forests is a tree-based ensemble method for estimation...
  • BSquare

  • Referenced in 8 articles [sw21093]
  • package BSquare: Bayesian Simultaneous Quantile Regression. This package models the quantile process as a function...
  • modQR

  • Referenced in 4 articles [sw27015]
  • package modQR: Multiple-Output Directional Quantile Regression. Contains basic tools for performing multiple-output quantile ... regression and computing regression quantile contours by means of directional regression quantiles. In the location...