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. .


Reference manual

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install.packages("consrq")

1.0 by Michail Tsagris, 2 years ago


Browse source code at https://github.com/cran/consrq


Authors: Michail Tsagris [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports quantreg, Rfast

Suggests Rfast2, cols


See at CRAN