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  "Description": "Estimation and inference methods for models for\nconditional quantile functions: Linear and nonlinear parametric\nand non-parametric (total variation penalized) models for\nconditional quantiles of a univariate response and several\nmethods for handling censored survival data.  Portfolio\nselection methods based on expected shortfall risk are also now\nincluded. See Koenker, R. (2005) Quantile Regression, Cambridge\nU. Press, <doi:10.1017/CBO9780511754098> and Koenker, R. et al.\n(2017) Handbook of Quantile Regression, CRC Press,\n<doi:10.1201/9781315120256>.",
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  "Maintainer": "Roger Koenker <rkoenker@illinois.edu>",
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  "Author": "Roger Koenker [cre, aut], Stephen Portnoy [ctb] (Contributions\nto Censored QR code), Pin Tian Ng [ctb] (Contributions to\nSparse QR code), Blaise Melly [ctb] (Contributions to\npreprocessing code), Achim Zeileis [ctb] (Contributions to\ndynrq code essentially identical to his dynlm code), Philip\nGrosjean [ctb] (Contributions to nlrq code), Cleve Moler [ctb]\n(author of several linpack routines), Yousef Saad [ctb] (author\nof sparskit2), Victor Chernozhukov [ctb] (contributions to\nextreme value inference code), Ivan Fernandez-Val [ctb]\n(contributions to extreme value inference code), Martin\nMaechler [ctb] (tweaks (src/chlfct.f, 'tiny','Large'),\n<https://orcid.org/0000-0002-8685-9910>), Brian D Ripley [trl,\nctb] (Initial (2001) R port from S (to my everlasting shame --\nhow could I have been so slow to adopt R!) and for numerous\nother suggestions and useful advice)",
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        "SITE",
        "LEN.T",
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        "ND1",
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      "title": "Density Estimation using Adaptive Kernel method",
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      "page": "anova.rq",
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      "page": "boot.rq",
      "title": "Bootstrapping Quantile Regression",
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      "page": "boot.rq.pxy",
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      "page": "Bosco",
      "title": "Boscovich Data",
      "topics": [
        "Bosco"
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    {
      "page": "CobarOre",
      "title": "Cobar Ore data",
      "topics": [
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      "page": "combos",
      "title": "Ordered Combinations",
      "topics": [
        "combos"
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      "page": "critval",
      "title": "Hotelling Critical Values",
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        "critval"
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      "page": "crq",
      "title": "Functions to fit censored quantile regression models",
      "topics": [
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        "crq",
        "crq.fit.pen",
        "crq.fit.por",
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        "predict.crq",
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      "page": "dither",
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      "page": "dynrq",
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      "title": "Time Series of US Gasoline Prices",
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      "page": "KhmaladzeTest",
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      "page": "ParetoTest",
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      "page": "qrisk",
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      "page": "qss",
      "title": "Additive Nonparametric Terms for rqss Fitting",
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      "page": "ranks",
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      "title": "Function to choose method for Quantile Regression",
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      "title": "Quantile Regression Fitting via Interior Point Methods",
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      "page": "rq.fit.lasso",
      "title": "Lasso Penalized Quantile Regression",
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      "title": "Preprocessing Algorithm for Quantile Regression",
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      "title": "Quantile Regression Fitting via Interior Point Methods",
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      "title": "Linear Quantile Regression Process Object",
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      "page": "rq.wfit",
      "title": "Function to choose method for Weighted Quantile Regression",
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      "page": "rqProcess",
      "title": "Compute Standardized Quantile Regression Process",
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      "title": "Function to fit multiple response quantile regression models",
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      "page": "rqss",
      "title": "Additive Quantile Regression Smoothing",
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      "title": "RQSS Objects and Summarization Thereof",
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    {
      "page": "sfn.control",
      "title": "Set Control Parameters for Sparse Fitting",
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      "page": "srisk",
      "title": "Markowitz (Mean-Variance) Portfolio Optimization",
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      "page": "summary.crq",
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