Qest: Quantile-Based Estimators
Quantile-based estimators (Q-estimators) fit any parametric distribution through its quantile function, by minimizing the integrated loss of quantile regression. They are usually more robust than maximum likelihood estimators, and allow for censored and truncated data. The package implements user-defined quantile functions, built-in families (normal, gamma, continuous Poisson, uniform), linear models and proportional hazards models. The method is described in Sottile and Frumento (2022) <doi:10.1016/j.csda.2022.107471>.
| Version: | 2.0.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | graphics, matrixStats, stats, survival, utils |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-10-29 |
| DOI: | 10.32614/CRAN.package.Qest |
| Author: | Gianluca Sottile 
[aut, cre],
Paolo Frumento [aut] |
| Maintainer: | Gianluca Sottile <gianluca.sottile at unipa.it> |
| BugReports: | https://github.com/gianluca-sottile/Qest/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/gianluca-sottile/Qest |
| NeedsCompilation: | no |
| Language: | en-US |
| Citation: | Qest citation info |
| Materials: | README, NEWS |
| CRAN checks: | Qest results |
Documentation:
| Reference manual: | Qest.html , Qest.pdf |
| Vignettes: |
Quantile-based estimators with Qest (source, R code) |
Downloads:
| Package source: | Qest_2.0.0.tar.gz |
| Windows binaries: | r-devel: Qest_1.0.2.zip, r-release: Qest_2.0.0.zip, r-oldrel: Qest_2.0.0.zip |
| macOS binaries: | r-release (arm64): Qest_2.0.0.tgz, r-oldrel (arm64): Qest_2.0.0.tgz, r-release (x86_64): Qest_2.0.0.tgz, r-oldrel (x86_64): Qest_2.0.0.tgz |
| Old sources: | Qest archive |
Linking:
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