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| -rw-r--r-- | gnu/packages/statistics.scm | 27 |
1 files changed, 27 insertions, 0 deletions
diff --git a/gnu/packages/statistics.scm b/gnu/packages/statistics.scm index 9f546f49bd..eefc7be8c6 100644 --- a/gnu/packages/statistics.scm +++ b/gnu/packages/statistics.scm @@ -4531,3 +4531,30 @@ metrics for evaluating models.") "This package models with sparse and dense matrix matrices, using modular prediction and response module classes.") (license license:gpl2+))) + +(define-public r-quantreg + (package + (name "r-quantreg") + (version "5.29") + (source + (origin + (method url-fetch) + (uri (cran-uri "quantreg" version)) + (sha256 + (base32 + "098gy8xv9kcl5y0cm93b8chr5sm6crrdxi20bkx9lmwmybl3himv")))) + (build-system r-build-system) + (native-inputs + `(("gfortran" ,gfortran))) + (propagated-inputs + `(("r-matrixmodels" ,r-matrixmodels) + ("r-sparsem" ,r-sparsem))) + (home-page "http://www.r-project.org") + (synopsis "Quantile regression") + (description + "This package provides an estimation and inference methods for models +of conditional quantiles: linear and nonlinear parametric and non-parametric +models for conditional quantiles of a univariate response and several methods +for handling censored survival data. Portfolio selection methods based on +expected shortfall risk are also included.") + (license license:gpl2+))) |