Estimation of Different Quantile Related Models R package QuantileModels version 1.0.0 Estimation of different quantile models, at the moment only Conditional autoregressive value at risk (CAViaR) proposed by Engle & Manganelli (2004) <doi:10.1198/073500104000000370> with also the specification proposed in Huang et al. (2009) <doi:10.1016/j.eneco.2008.12.006> and it's multivariate extension, Multi-variate multi-quantile CAViaR (MVMQ-CAViaR) proposed by White et al. (2015) <doi:10.1016/j.jeconom.2015.02.004> are available, however, in further updates, other models and extensions will be included. Software Depends: R (>= 3.5) Imports: Rcpp, nloptr, quantreg, numDeriv, xts, zoo, ufRisk, GenSA LinkingTo: Rcpp, RcppArmadillo Suggests: knitr, rmarkdown, Christian Jorge Carreiro <christianjorge59@gmail.com> Comprehensive R Archive Network (CRAN) Christian Jorge Carreiro [aut, cre, cph] GPL (>= 3) 2026-06-25 application/tgz https://CRAN.R-project.org/package=QuantileModels doi:10.32614/CRAN.package.QuantileModels en-US