consrq: Constrained Quantile Regression

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

Documentation:

Reference manual: consrq.pdf

Downloads:

Package source: consrq_1.0.tar.gz
Windows binaries: r-devel: not available, r-release: consrq_1.0.zip, r-oldrel: consrq_1.0.zip
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

Linking:

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