qris.control

Auxiliary function as user interface for <code>qris</code> fitting.

A collection of functions is provided by this package to fit quantiles regression models for censored residual lifetimes. It provides various options for regression parameters estimation: the induced smoothing approach (smooth), and L1-minimization (non-smooth). It also implements the estimation methods for standard errors of the regression parameters estimates based on an efficient partial multiplier bootstrap method and robust sandwich estimator. Furthermore, a simultaneous procedure of estimating regression parameters and their standard errors via an iterative updating procedure is implemented (iterative). For more details, see Kim, K. H., Caplan, D. J., & Kang, S. (2022), "Smoothed quantile regression for censored residual life", Computational Statistics, 1-22 <doi:10.1007/s00180-022-01262-z>.

Kyu Hyun Kim

qris

Quantile Regression Model for Residual Lifetime Using an Induced
Smoothing Approach

Sangwook Kang

Sy Han Chiou

qris.control function

<dl><dt>maxiter</dt>
<dd>max number of iteration.</dd>
<dt>tol</dt>
<dd>tolerance of convergence</dd>
<dt>trace</dt>
<dd>a binary variable, determine whether to save output for each iteration.</dd></dl>

Arguments

Auxiliary for Controlling qris — qris.control

<dl>

<dt>maxiter</dt>
<dd>max number of iteration.</dd>


<dt>tol</dt>
<dd>tolerance of convergence</dd>


<dt>trace</dt>
<dd>a binary variable, determine whether to save output for each iteration.</dd>

</dl>

qris.control: Auxiliary for Controlling qris

Description

Usage

Value

Arguments

Details

See Also