qrjoint: Joint Estimation in Linear Quantile Regression

Joint estimation of quantile specific intercept and slope parameters in a linear regression setting.

Install the latest version of this package by entering the following in R:
install.packages("qrjoint")
AuthorSurya Tokdar <tokdar@stat.duke.edu>
Date of publication2016-03-16 18:37:04
MaintainerSurya Tokdar <tokdar@stat.duke.edu>
LicenseGPL-2
Version1.0-0

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