Package: Qest 1.0.2
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:
Qest_1.0.2.tar.gz
Qest_1.0.2.zip(r-4.7)Qest_1.0.2.zip(r-4.6)Qest_1.0.2.zip(r-4.5)
Qest_1.0.2.tgz(r-4.6-x86_64)Qest_1.0.2.tgz(r-4.6-arm64)Qest_1.0.2.tgz(r-4.5-x86_64)Qest_1.0.2.tgz(r-4.5-arm64)
Qest_1.0.2.tar.gz(r-4.7-arm64)Qest_1.0.2.tar.gz(r-4.7-x86_64)Qest_1.0.2.tar.gz(r-4.6-arm64)Qest_1.0.2.tar.gz(r-4.6-x86_64)
Qest_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
Qest/json (API)
| # Install 'Qest' in R: |
| install.packages('Qest', repos = c('https://gianluca-sottile.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:6b40c48e62. Checks:13 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 161 | ||
| linux-devel-x86_64 | OK | 171 | ||
| source / vignettes | OK | 189 | ||
| linux-release-arm64 | OK | 152 | ||
| linux-release-x86_64 | OK | 169 | ||
| macos-release-arm64 | OK | 140 | ||
| macos-release-x86_64 | OK | 233 | ||
| macos-oldrel-arm64 | OK | 153 | ||
| macos-oldrel-x86_64 | OK | 302 | ||
| windows-devel | OK | 139 | ||
| windows-release | OK | 162 | ||
| windows-oldrel | OK | 183 | ||
| wasm-release | OK | 122 |
Exports:basehaz.QcoxphinvQpredict.Qcoxphprint.Qcoxphprint.QestQcoxphQcoxph.controlQestQest.controlQgammaQlmQlm.fitQnormQpoisQunifresiduals.Qcoxphsummary.Qcoxphsummary.Qestsummary.Qlmsurvfit.Qcoxphwtrunc
Dependencies:backportsbase64encbslibcachemcheckmatecliclustercolorspacecpp11data.tabledigestevaluatefarverfastmapfontawesomeforeignFormulafsggplot2gluegridExtragtablehighrHmischtmlTablehtmltoolshtmlwidgetsisobandjquerylibjsonliteknitrlabelinglatticelifecyclemagrittrMatrixmatrixStatsmemoisemimennetpchR6rappdirsRColorBrewerrlangrmarkdownrpartrstudioapiS7sassscalesstringistringrsurvivaltinytexvctrsviridisLitewithrxfunyaml
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Quantile-Based Estimator | Qest-package |
| Inverse of Quantile Function | invQ |
| Q-Estimation of Proportional Hazards Regression Models | Qcoxph |
| Auxiliary for Controlling Qcoxph Fitting | Qcoxph.control |
| Q-Estimation | Qest |
| Auxiliary for Controlling Qest Fitting | Qest.control |
| Family Objects for Qest | Qfamily Qgamma Qnorm Qpois Qunif |
| Q-Estimation of Linear Regression Models | Qlm |
| Fitter Functions for Quantile-based Linear Models | Qlm.fit |
| Summarizing Q-estimators | summary.Qest |
| Weighting Function for 'Qest', 'Qlm', and 'Qcoxph'. | wtrunc |
