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]