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The goal of QuantileNPCI is to calculate non-parametric confidence intervals for quantiles using fractional order statistics.
You can install the released version of QuantileNPCI from CRAN with:
install.packages("QuantileNPCI")
This is a basic example which shows you how to calculate non-parametric confidence intervals for median, for the flood discharge data in Feather River with data included in the package:
library(QuantileNPCI)
quantCI(flood[flood$loc=="Feather", "discharge"], quant=0.5, alpha=0.05, method = "exact")
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.