Parents (Total: 14)
The searched file hash is included in 14 parent files which include package known and seen by metalookup. A sample is included below:
Key |
Value |
MD5 | 093A9CFE3E8188C4292B95788010B697 |
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 included. |
PackageName | R-quantreg |
PackageRelease | 1.19 |
PackageVersion | 5.36 |
SHA-1 | D8A396676E30EC6F79BE20BF01D713885E470BF9 |
SHA-256 | B540AEF306FD8C44EAACE8E866928414E1E407E7FD483F7F445C781044C020F6 |
Key |
Value |
MD5 | 62C2F328D8842D290A6A25168296EEFC |
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 included. |
PackageName | R-quantreg |
PackageRelease | 1.26 |
PackageVersion | 5.36 |
SHA-1 | 3E654120C573EDE09D1AE2433A29C4947A09C9B6 |
SHA-256 | D05857A8165536F60B8FBCE7FAB568AB23685449C5044E8F779569AA1AF0BDC3 |
Key |
Value |
MD5 | 4A28CEDA34687F24C529DDE100A6A4FE |
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 included. |
PackageName | R-quantreg |
PackageRelease | lp151.1.62 |
PackageVersion | 5.36 |
SHA-1 | 44BF6D1195F10B35B717B61093664DB80B8F45B4 |
SHA-256 | EAD12EAC9F6EEEDCCA1BFBE5DE56C9E11B8657445B20D931593C1A2A3F57FE72 |
Key |
Value |
MD5 | F30DBC321B6308FFD8F96F4CE0F644A2 |
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 included. |
PackageName | R-quantreg |
PackageRelease | lp150.1.24 |
PackageVersion | 5.36 |
SHA-1 | 475E1C20645024104847909DCC45619D9B3F5936 |
SHA-256 | DD89C7F9CED60AE0D48FCFA6C167EEDB6D2AD5D426FC95E076AED24F38D045B2 |
Key |
Value |
MD5 | 194DD2F9107A3F2DB0B9409EA1101C36 |
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 included. |
PackageName | R-quantreg |
PackageRelease | lp153.1.14 |
PackageVersion | 5.36 |
SHA-1 | 3254092E8B57195C84F4044F841957DDEEA01158 |
SHA-256 | CB1DE300CCDA726CFAF13FE87117661A158EDB780EE88008B1419829A85444D3 |
Key |
Value |
MD5 | 85E6E8FA5BF8DAA087DF0B7FBF03BF3B |
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 included. |
PackageName | R-quantreg |
PackageRelease | lp152.1.19 |
PackageVersion | 5.36 |
SHA-1 | B36AD98A825B477E6B06B05DDB4CE67A4B9FC932 |
SHA-256 | BC803B9ED106B28290EC65EB807875E9239D5EF4A0C5474AED94F238BF123AD7 |
Key |
Value |
MD5 | DFAAA779ED19E5617C535EA0D7D55FDD |
PackageArch | i586 |
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 included. |
PackageName | R-quantreg |
PackageRelease | 1.177 |
PackageVersion | 5.36 |
SHA-1 | 0B64F1CFA9E06A7763283BBA39998A45EDB9F27E |
SHA-256 | 1DE40EA0D18179E417DA8F34FB319A80472F9EDF4C084251EE3930B919B1B4A6 |
Key |
Value |
MD5 | AFD2138D7952E2692E093F07AF249105 |
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 included. |
PackageName | R-quantreg |
PackageRelease | 1.6 |
PackageVersion | 5.36 |
SHA-1 | A5ACEED13499ACF1380E1970A13D1BD00C96C69B |
SHA-256 | 9A5D5F685A783BC7D472607A9A7BB830AE05CE9688E43228D98FA1333B909118 |
Key |
Value |
MD5 | B70116E48BADF8208AE9787CE2B8220C |
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 included. |
PackageName | R-quantreg |
PackageRelease | 1.177 |
PackageVersion | 5.36 |
SHA-1 | FBCF484E65158CCE907CB49CE694CF268CDECFD7 |
SHA-256 | 54E51F6EB9DFA81506EBE54A0E5DA22A9032CC5CB2B50D8DBD25BC9CC6F765CD |
Key |
Value |
MD5 | 2C2FF3381AA753C22585316354BC4810 |
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 included. |
PackageName | R-quantreg |
PackageRelease | 1.177 |
PackageVersion | 5.36 |
SHA-1 | 47BA92353C99BE0E4061A123427B9F9A1739EAFE |
SHA-256 | 67C6209B4312C6FC63999F76F4CBC2DDCA6DA969BC0F1ED3BC8585C74FEABD3C |
Key |
Value |
MD5 | EADA30856015D4DFD7FF180431D7F566 |
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 included. |
PackageName | R-quantreg |
PackageRelease | 1.15 |
PackageVersion | 5.36 |
SHA-1 | EDEB4FE5086D8C527C5F6420EE93926211328D75 |
SHA-256 | BB15F924BAF6044A12E0D403E2F9C53E5D5A36191D6DF70CB9A9A80E71A80E4E |
Key |
Value |
MD5 | 4C94491F8AE1011C3E9D4ABE2AE69502 |
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 included. |
PackageName | R-quantreg |
PackageRelease | lp152.1.14 |
PackageVersion | 5.36 |
SHA-1 | A0A8018133F574FA32462CEAAAB37253E7A8CB89 |
SHA-256 | 4DFB442938F974912B25DD122E4548C4B26A0DA835236EDAA55280344747C1D4 |
Key |
Value |
MD5 | A7193F3B512C91417696FB9BCEA35416 |
PackageArch | armv7hl |
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 included. |
PackageName | R-quantreg |
PackageRelease | 1.173 |
PackageVersion | 5.36 |
SHA-1 | 0BAB959B155A78175DD281648B1DB35FD9DD809E |
SHA-256 | C263CC36DC2FA09079BDAC53CB1C59413F8D07592AF96B08CA95251FC8AF4557 |
Key |
Value |
MD5 | 9EF30542DB23D451D73524FB15EE6538 |
PackageArch | i586 |
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 included. |
PackageName | R-quantreg |
PackageRelease | 1.177 |
PackageVersion | 5.36 |
SHA-1 | 732E37006ED984AF367C44AC859BA1AA33CE01F9 |
SHA-256 | 71B2E312E736ECD3311CA03734BB3CDFD5B7828D1E4AB330E67C32AA32B9C808 |