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fastqrs: Fast Algorithms for Quantile Regression with Selection

Fast estimation algorithms to implement the Quantile Regression with Selection estimator and the multiplicative Bootstrap for inference. This estimator can be used to estimate models that feature sample selection and heterogeneous effects in cross-sectional data. For more details, see Arellano and Bonhomme (2017) <doi:10.3982/ECTA14030> and Pereda-Fernández (2024) <doi:10.48550/arXiv.2402.16693>.

Version: 1.0.0
Depends: R (≥ 2.10)
Imports: quantreg, copula, stats
Suggests: knitr, rmarkdown, sampleSelection, ggplot2
Published: 2025-04-16
DOI: 10.32614/CRAN.package.fastqrs
Author: Santiago Pereda-Fernandez ORCID iD [aut, cre]
Maintainer: Santiago Pereda-Fernandez <santiagopereda at gmail.com>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: fastqrs results

Documentation:

Reference manual: fastqrs.pdf
Vignettes: Fast Algorithms for Quantile Regression with Selection: A Vignette (source, R code)

Downloads:

Package source: fastqrs_1.0.0.tar.gz
Windows binaries: r-devel: fastqrs_1.0.0.zip, r-release: fastqrs_1.0.0.zip, r-oldrel: fastqrs_1.0.0.zip
macOS binaries: r-release (arm64): fastqrs_1.0.0.tgz, r-oldrel (arm64): fastqrs_1.0.0.tgz, r-release (x86_64): fastqrs_1.0.0.tgz, r-oldrel (x86_64): fastqrs_1.0.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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