# Buildsheet autogenerated by ravenadm tool -- Do not edit.

NAMEBASE=		R-quantreg
VERSION=		6.1
KEYWORDS=		cran
VARIANTS=		std
SDESC[std]=		Quantile Regression
HOMEPAGE=		https://www.r-project.org
CONTACT=		CRAN_Automaton[cran@ironwolf.systems]

DOWNLOAD_GROUPS=	main
SITES[main]=		CRAN/src/contrib
			https://loki.dragonflybsd.org/cranfiles/
DISTFILE[1]=		quantreg_6.1.tar.gz:main
DIST_SUBDIR=		CRAN
DF_INDEX=		1
SPKGS[std]=		single

OPTIONS_AVAILABLE=	none
OPTIONS_STANDARD=	none

BUILDRUN_DEPENDS=	R-SparseM:single:std
			R-MatrixModels:single:std

USES=			cran gmake

DISTNAME=		quantreg

GENERATED=		yes

INSTALL_REQ_TOOLCHAIN=	yes

[FILE:738:descriptions/desc.single]
quantreg: Quantile Regression

Estimation and inference methods for models for conditional quantile
functions: 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, R. (2005) Quantile Regression, Cambridge U. Press, &lt;<a
href="https://doi.org/10.1017%2FCBO9780511754098"
target="_top">doi:10.1017/CBO9780511754098</a>&gt; and Koenker, R. et al.
(2017) Handbook of Quantile Regression, CRC Press, &lt;<a
href="https://doi.org/10.1201%2F9781315120256"
target="_top">doi:10.1201/9781315120256</a>&gt;.


[FILE:103:distinfo]
f42292c5ab25a15f39295b93391deafef192fe09eefde563399a64eba7e0169a       925163 CRAN/quantreg_6.1.tar.gz