Package: Qest
Type: Package
Title: Quantile-Based Estimators
Version: 2.0.0
Authors@R: c(
    person("Gianluca", "Sottile", email = "gianluca.sottile@unipa.it",
           role = c("aut", "cre"), comment = c(ORCID = "0000-0001-9347-7251")),
    person("Paolo", "Frumento", email = "paolo.frumento@unipi.it", role = "aut"))
Description: Quantile-based estimators (Q-estimators) fit any
        parametric distribution through its quantile function, by
        minimizing the integrated loss of quantile regression. They are
        usually more robust than maximum likelihood estimators, and
        allow for censored and truncated data. The package implements
        user-defined quantile functions, built-in families (normal,
        gamma, continuous Poisson, uniform), linear models and
        proportional hazards models. The method is described in Sottile
        and Frumento (2022) <doi:10.1016/j.csda.2022.107471>.
License: GPL (>= 2)
URL: https://github.com/gianluca-sottile/Qest
BugReports: https://github.com/gianluca-sottile/Qest/issues
Depends: R (>= 4.1.0)
Imports: graphics, matrixStats, stats, survival, utils
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
Config/testthat/edition: 3
Encoding: UTF-8
Language: en-US
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.3
Repository: https://gianluca-sottile.r-universe.dev
Date/Publication: 2026-10-17 23:34:45 UTC
RemoteUrl: https://github.com/gianluca-sottile/qest
RemoteRef: HEAD
RemoteSha: e1a601e25fbacff721b839a443c6e6f20ef9b923
NeedsCompilation: no
Packaged: 2026-10-18 11:30:18 UTC; root
Author: Gianluca Sottile [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-9347-7251>),
  Paolo Frumento [aut]
Maintainer: Gianluca Sottile <gianluca.sottile@unipa.it>