qrjoint: Joint Estimation in Linear Quantile Regression
Joint estimation of quantile specific intercept and slope parameters in a linear regression setting.
| Version: | 2.1-0 |
| Depends: | R (≥ 2.6), stats, graphics, grDevices |
| Imports: | splines, coda, Matrix, kernlab, quantreg, Rcpp |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2026-09-11 |
| DOI: | 10.32614/CRAN.package.qrjoint |
| Author: | Surya Tokdar 
[aut, cre],
Erika Cunningham [aut] |
| Maintainer: | Surya Tokdar <surya.tokdar at duke.edu> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| SystemRequirements: | C++17 |
| Materials: | NEWS |
| CRAN checks: | qrjoint results |
Documentation:
| Reference manual: | qrjoint.html , qrjoint.pdf |
Downloads:
| Package source: | qrjoint_2.1-0.tar.gz |
| Windows binaries: | r-devel: qrjoint_2.0-11.zip, r-release: qrjoint_2.0-11.zip, r-oldrel: qrjoint_2.0-11.zip |
| macOS binaries: | r-release (arm64): qrjoint_2.0-11.tgz, r-oldrel (arm64): qrjoint_2.0-11.tgz, r-release (x86_64): qrjoint_2.0-11.tgz, r-oldrel (x86_64): qrjoint_2.0-11.tgz |
| Old sources: | qrjoint archive |
Linking:
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