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cequre

Censored Quantile Regression & Monotonicity-Respecting Restoring

Perform censored quantile regression of Huang (2010) <doi:10.1214/09-AOS771>, and restore monotonicity respecting via adaptive interpolation for dynamic regression of Huang (2017) <doi:10.1080/01621459.2016.1149070>. The monotonicity-respecting restoration applies to general dynamic regression models including (uncensored or censored) quantile regression model, additive hazards model, and dynamic survival models of Peng and Huang (2007) <doi:10.1093/biomet/asm058>, among others.

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1.5 2026-04-09 windows/windows R-4.5 cequre_1.5.zip 405.6 KiB

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