• CAViaR

  • Referenced in 133 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 119 articles [sw04356]
  • package quantreg: Quantile Regression. Estimation and inference methods for models of conditional quantiles: Linear...
  • np

  • Referenced in 84 articles [sw10543]
  • parametric mean regression models and parametric quantile regression models, among others. The np package focuses...
  • Kernlab

  • Referenced in 81 articles [sw07926]
  • classification, regression, clustering, novelty detection, quantile regression and dimensionality reduction. Among other methods kernlab includes...
  • rms

  • Referenced in 80 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 43 articles [sw07994]
  • squares, absolute loss, t-distribution loss, quantile regression, logistic, multinomial logistic, Poisson, Cox proportional hazards...
  • bmrm

  • Referenced in 18 articles [sw11016]
  • beta optimization, ROC optimization, ordinal regression, quantile regression, epsilon insensitive regression, least mean square, logistic...
  • AS 229

  • Referenced in 22 articles [sw26296]
  • Algorithm AS 229: computing regression quantiles...
  • cmprskQR

  • Referenced in 14 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...
  • QICD

  • Referenced in 10 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...
  • Expectreg

  • Referenced in 10 articles [sw14660]
  • package expectreg: Expectile and Quantile Regression. Expectile and quantile regression of models with nonlinear effects...
  • lqmm

  • Referenced in 7 articles [sw14399]
  • collection of functions to fit quantile regression models for independent and hierarchical data...
  • Quantregforest

  • Referenced in 4 articles [sw14249]
  • quantregForest: Quantile Regression Forests. Quantile Regression Forests is a tree-based ensemble method for estimation...
  • bayesQR

  • Referenced in 4 articles [sw11009]
  • package bayesQR: Bayesian quantile regression. Bayesian quantile regression using the asymmetric Laplace distribution, both continuous...
  • rqPen

  • Referenced in 4 articles [sw19266]
  • package rqPen: Penalized Quantile Regression. Performs penalized quantile regression for LASSO, SCAD and MCP functions...
  • factorQR

  • Referenced in 4 articles [sw06063]
  • factorQR: Bayesian quantile regression factor models , Package to fit Bayesian quantile regression models that assume...
  • grf

  • Referenced in 4 articles [sw27871]
  • methods for non-parametric least-squares regression, quantile regression, and treatment effect estimation (optionally using...
  • moQuantile

  • Referenced in 3 articles [sw27016]
  • moQuantile toolbox: Directional quantile regression in Octave (and MATLAB). Although many words have been written ... about two recent directional (regression) quantile concepts, their applications, and the algorithms for computing associated ... regression) quantile regions, their software implementation is still not widely available, which, of course, severely ... computing and plotting the multivariate (regression) quantile regions in Octave and MATLAB, describe their...
  • qrcm

  • Referenced in 3 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...
  • BSquare

  • Referenced in 5 articles [sw21093]
  • package BSquare: Bayesian Simultaneous Quantile Regression. This package models the quantile process as a function...