be-green/quantspace: Quantile Regression via Quantile Spacing

Runs quantile regressions by modeling log-differences between quantiles. A fast, robust and asymptotically normal method that prevents quantile crossings.

Getting started

Package details

AuthorLawrence D.W. Schmidt, Yinchu Zhu, Brice Green, Luxi Han
MaintainerBrice Green <bcg@mit.edu>
LicenseMIT + file LICENSE
Version0.2.1
URL https://brice.green/quantspace
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("be-green/quantspace")
be-green/quantspace documentation built on March 20, 2024, 5:30 p.m.