consrq-package {consrq}R Documentation

Constrained Quantile Regression

Description

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.

Details

Package: consrq
Type: Package
Version: 1.0
Date: 2024-11-20

Maintainers

Michail Tsagris <mtsagris@uoc.gr>.

Author(s)

Michail Tsagris mtsagris@uoc.gr

References

Koenker R. (2005) Quantile Regression, Cambridge University Press.


[Package consrq version 1.0 Index]