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:
Qest_1.0.1.tar.gz
Qest_1.0.1.zip(r-4.5)Qest_1.0.1.zip(r-4.4)Qest_1.0.1.zip(r-4.3)
Qest_1.0.1.tgz(r-4.5-x86_64)Qest_1.0.1.tgz(r-4.5-arm64)Qest_1.0.1.tgz(r-4.4-x86_64)Qest_1.0.1.tgz(r-4.4-arm64)Qest_1.0.1.tgz(r-4.3-x86_64)Qest_1.0.1.tgz(r-4.3-arm64)
Qest_1.0.1.tar.gz(r-4.5-noble)Qest_1.0.1.tar.gz(r-4.4-noble)
Qest_1.0.1.tgz(r-4.4-emscripten)Qest_1.0.1.tgz(r-4.3-emscripten)
Qest.pdf |Qest.html✨
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 1 years agofrom:24085abc56. Checks:7 OK, 4 NOTE. Indexed: yes.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Jan 30 2025 |
| R-4.5-win-x86_64 | NOTE | Jan 30 2025 |
| R-4.5-mac-x86_64 | NOTE | Jan 30 2025 |
| R-4.5-mac-aarch64 | NOTE | Jan 30 2025 |
| R-4.5-linux-x86_64 | NOTE | Jan 30 2025 |
| R-4.4-win-x86_64 | OK | Jan 30 2025 |
| R-4.4-mac-x86_64 | OK | Jan 30 2025 |
| R-4.4-mac-aarch64 | OK | Jan 30 2025 |
| R-4.3-win-x86_64 | OK | Jan 30 2025 |
| R-4.3-mac-x86_64 | OK | Jan 30 2025 |
| R-4.3-mac-aarch64 | OK | Jan 30 2025 |
Exports:basehaz.QcoxphinvQpredict.Qcoxphprint.Qcoxphprint.QestQcoxphQcoxph.controlQestQest.controlQgammaQlmQlm.fitQnormQpoisQunifresiduals.Qcoxphsummary.Qcoxphsummary.Qestsummary.Qlmsurvfit.Qcoxphwtrunc
Dependencies:backportsbase64encbslibcachemcheckmatecliclustercolorspacedata.tabledigestevaluatefansifarverfastmapfontawesomeforeignFormulafsggplot2gluegridExtragtablehighrHmischtmlTablehtmltoolshtmlwidgetsisobandjquerylibjsonliteknitrlabelinglatticelifecyclemagrittrMASSMatrixmatrixStatsmemoisemgcvmimemunsellnlmennetpchpillarpkgconfigR6rappdirsRColorBrewerrlangrmarkdownrpartrstudioapisassscalesstringistringrsurvivaltibbletinytexutf8vctrsviridisviridisLitewithrxfunyaml
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 |
