Parents (Total: 4)
The searched file hash is included in 4 parent files which include package known and seen by metalookup. A sample is included below:
Key |
Value |
MD5 | 981E3FE0B1ACE969C1DDF0996A8A43A0 |
PackageArch | x86_64 |
PackageDescription | Estimation and inference methods for models of conditional quantiles:
Linear and nonlinear parametric and non-parametric (total variation
penalized) 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 now
included. See Koenker (2006) <doi:10.1017/CBO9780511754098> and Koenker
et al. (2017) <doi:10.1201/9781315120256>. |
PackageName | R-quantreg |
PackageRelease | lp153.2.2 |
PackageVersion | 5.86 |
SHA-1 | BF1362FCE9828F553906B7798D91B2EBE490327C |
SHA-256 | 1F2354574F1B52607930E96AB17BF8EBEF8D9422FB91195F37190AC211DA73F0 |
Key |
Value |
MD5 | 7DFB935CCAC9A22AF35A1A8814254055 |
PackageArch | x86_64 |
PackageDescription | Estimation and inference methods for models of conditional quantiles:
Linear and nonlinear parametric and non-parametric (total variation
penalized) 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 now
included. See Koenker (2006) <doi:10.1017/CBO9780511754098> and Koenker
et al. (2017) <doi:10.1201/9781315120256>. |
PackageName | R-quantreg |
PackageRelease | 2.6 |
PackageVersion | 5.86 |
SHA-1 | 09761D3FAFBC2E1B37CF30B9D6DA223D7DA1597F |
SHA-256 | 3D4E0D692C63C54E9C190ED377807B5A1806FA6568E2767458CC6D60133B2690 |
Key |
Value |
MD5 | 0831899D0BAFB620A8AD82DED2F7436E |
PackageArch | x86_64 |
PackageDescription | Estimation and inference methods for models of conditional quantiles:
Linear and nonlinear parametric and non-parametric (total variation
penalized) 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 now
included. See Koenker (2006) <doi:10.1017/CBO9780511754098> and Koenker
et al. (2017) <doi:10.1201/9781315120256>. |
PackageName | R-quantreg |
PackageRelease | lp154.2.1 |
PackageVersion | 5.86 |
SHA-1 | 775B0CAA73653E1CF4F2590032653B6BF8DEF5C7 |
SHA-256 | 7B2A56C490E5ABB7443949713B7942C6C733CC4A44B572C1AF04E904F0BB0A9F |
Key |
Value |
MD5 | 5A7988BF946EEBF09E6DD56A0438902E |
PackageArch | x86_64 |
PackageDescription | Estimation and inference methods for models of conditional quantiles:
Linear and nonlinear parametric and non-parametric (total variation
penalized) 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 now
included. See Koenker (2006) <doi:10.1017/CBO9780511754098> and Koenker
et al. (2017) <doi:10.1201/9781315120256>. |
PackageName | R-quantreg |
PackageRelease | lp152.2.2 |
PackageVersion | 5.86 |
SHA-1 | 4DDCD2F4FEE5B0A63A7AB906D024C4F6AEFB618C |
SHA-256 | 10277A25A7B1C3DD740EFBB131A43A0255D34790E025F909A5D27538D890B4C8 |