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_1.0.2.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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