Package: Qest 1.0.1

Qest: Quantile-Based Estimator

Quantile-based estimators (Q-estimators) can be used to fit any parametric distribution, using its quantile function. Q-estimators are usually more robust than standard maximum likelihood estimators. The method is described in: Sottile G. and Frumento P. (2022). Robust estimation and regression with parametric quantile functions. <doi:10.1016/j.csda.2022.107471>.

Authors:Gianluca Sottile [aut, cre], Paolo Frumento [aut]

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21 exports 0.09 score 68 dependencies 218 downloads

Last updated 8 months agofrom:24085abc56. Checks:OK: 9. Indexed: yes.

Exports:basehaz.QcoxphinvQpredict.Qcoxphprint.Qcoxphprint.QestQcoxphQcoxph.controlQestQest.controlQgammaQlmQlm.fitQnormQpoisQunifresiduals.Qcoxphsummary.Qcoxphsummary.Qestsummary.Qlmsurvfit.Qcoxphwtrunc

Dependencies:backportsbase64encbslibcachemcheckmatecliclustercolorspacedata.tabledigestevaluatefansifarverfastmapfontawesomeforeignFormulafsggplot2gluegridExtragtablehighrHmischtmlTablehtmltoolshtmlwidgetsisobandjquerylibjsonliteknitrlabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsmemoisemgcvmimemunsellnlmennetpchpillarpkgconfigR6rappdirsRColorBrewerrlangrmarkdownrpartrstudioapisassscalesstringistringrsurvivaltibbletinytexutf8vctrsviridisviridisLitewithrxfunyaml