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Qest (version 1.0.1)

Quantile-Based Estimator

Description

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. .

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Version

Install

install.packages('Qest')

Monthly Downloads

184

Version

1.0.1

License

GPL (>= 2)

Maintainer

Gianluca Sottile

Last Published

January 23rd, 2024

Functions in Qest (1.0.1)

wtrunc

Weighting Function for Qest, Qlm, and Qcoxph.
summary.Qest

Summarizing Q-estimators
Qlm

Q-Estimation of Linear Regression Models
Qcoxph.control

Auxiliary for Controlling Qcoxph Fitting
Qest.control

Auxiliary for Controlling Qest Fitting
invQ

Inverse of Quantile Function
Qest-package

tools:::Rd_package_title("Qest")
Qcoxph

Q-Estimation of Proportional Hazards Regression Models
Qlm.fit

Fitter Functions for Quantile-based Linear Models
Qest

Q-Estimation
internals

Internal Functions
Qfamily

Family Objects for Qest