Qest-package {Qest}

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. <doi:10.1016/j.csda.2022.107471>.

Details

Package:	Qest
Type:	Package
Version:	1.0.1
Date:	2024-01-22
License:	GPL-2

The DESCRIPTION file:

Package:	Qest
Type:	Package
Title:	Quantile-Based Estimator
Version:	1.0.1
Authors@R:	c(person("Gianluca", "Sottile", role=c("aut", "cre"), email = "[e-mail]"), person("Paolo", "Frumento", role=c("aut")))
Author:	Gianluca Sottile [aut, cre], Paolo Frumento [aut]
Maintainer:	Gianluca Sottile <[e-mail]>
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. <doi:10.1016/j.csda.2022.107471>.
Depends:	pch, survival, matrixStats, methods, utils
URL:	https://www.sciencedirect.com/science/article/abs/pii/S0167947322000512
License:	GPL (>= 2)
Encoding:	UTF-8

Index of help topics:

Qcoxph                  Q-Estimation of Proportional Hazards Regression
                        Models
Qcoxph.control          Auxiliary for Controlling Qcoxph Fitting
Qest                    Q-Estimation
Qest-package            Quantile-Based Estimator
Qest.control            Auxiliary for Controlling Qest Fitting
Qfamily                 Family Objects for Qest
Qlm                     Q-Estimation of Linear Regression Models
Qlm.fit                 Fitter Functions for Quantile-based Linear
                        Models
invQ                    Inverse of Quantile Function
summary.Qest            Summarizing Q-estimators
wtrunc                  Weighting Function for 'Qest', 'Qlm', and
                        'Qcoxph'.

Author(s)

Gianluca Sottile [aut, cre], Paolo Frumento [aut]

Maintainer: Gianluca Sottile <[e-mail]>

References

Sottile G, and Frumento P (2022). Robust estimation and regression with parametric quantile functions. Computational Statistics and Data Analysis. <doi:10.1016/j.csda.2022.107471>

See Also

Qest, Qlm, Qcoxph

Examples

## Not run: 
Qest(y ~ x, Q, start) # General-purpose Q-estimator
Qlm(y ~ x) # Q-estimation of linear models
Qcoxph(Surv(time, event) ~ x) # Q-estimation of proportional hazards models

## End(Not run)