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>.

Version: 1.0.1
Depends: pch, survival, matrixStats, methods, utils
Published: 2024-01-23
DOI: 10.32614/CRAN.package.Qest
Author: Gianluca Sottile [aut, cre], Paolo Frumento [aut]
Maintainer: Gianluca Sottile <gianluca.sottile at unipa.it>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.sciencedirect.com/science/article/abs/pii/S0167947322000512
NeedsCompilation: yes
CRAN checks: Qest results


Reference manual: Qest.pdf


Package source: Qest_1.0.1.tar.gz
Windows binaries: r-devel: Qest_1.0.1.zip, r-release: Qest_1.0.1.zip, r-oldrel: Qest_1.0.1.zip
macOS binaries: r-release (arm64): Qest_1.0.1.tgz, r-oldrel (arm64): Qest_1.0.1.tgz, r-release (x86_64): Qest_1.0.1.tgz, r-oldrel (x86_64): Qest_1.0.1.tgz
Old sources: Qest archive


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