path: root/math/R-cran-quantreg/pkg-descr

Estimation and inference methods for models of conditional quantiles:
Linear and nonlinear parametric and non-parametric (total variation
penalized) models for conditional quantiles of a univariate response
and several methods for handling censored survival data. Portfolio
selection methods based on expected shortfall risk are also included.

WWW: https://cran.r-project.org/web/packages/quantreg/