Constrained quantile regression is performed. One constraint is that all beta coefficients (including the constant) cannot be negative, they can be either 0 or strictly positive. Another constraint is that the beta coefficients lie within an interval. References: Koenker R. (2005) Quantile Regression, Cambridge University Press. <doi:10.1017/CBO9780511754098>.
Version: | 1.0 |
Depends: | R (≥ 4.0) |
Imports: | quantreg, Rfast |
Suggests: | Rfast2, cols |
Published: | 2024-11-21 |
DOI: | 10.32614/CRAN.package.consrq |
Author: | Michail Tsagris [aut, cre] |
Maintainer: | Michail Tsagris <mtsagris at uoc.gr> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: | no |
CRAN checks: | consrq results |
Reference manual: | consrq.pdf |
Package source: | consrq_1.0.tar.gz |
Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
macOS binaries: | r-release (arm64): consrq_1.0.tgz, r-oldrel (arm64): consrq_1.0.tgz, r-release (x86_64): consrq_1.0.tgz, r-oldrel (x86_64): consrq_1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=consrq to link to this page.