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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>.

Versions across snapshots

VersionRepositoryFileSize
1.0.2 rolling linux/jammy R-4.5 Qest_1.0.2.tar.gz 439.0 KiB
1.0.2 rolling linux/noble R-4.5 Qest_1.0.2.tar.gz 438.9 KiB
1.0.2 rolling source/ R- Qest_1.0.2.tar.gz 85.9 KiB
1.0.2 latest linux/jammy R-4.5 Qest_1.0.2.tar.gz 439.0 KiB
1.0.2 latest linux/noble R-4.5 Qest_1.0.2.tar.gz 438.9 KiB
1.0.2 latest source/ R- Qest_1.0.2.tar.gz 85.9 KiB
1.0.2 2026-04-26 source/ R- Qest_1.0.2.tar.gz 85.9 KiB
1.0.2 2026-04-23 source/ R- Qest_1.0.2.tar.gz 85.9 KiB
1.0.2 2026-04-09 windows/windows R-4.5 Qest_1.0.2.zip 444.7 KiB
1.0.1 2025-04-20 source/ R- Qest_1.0.1.tar.gz 85.8 KiB

Dependencies (latest)

Depends