Package: Qest
Type: Package
Title: Quantile-Based Estimator
Version: 1.0.2
Authors@R: c(person("Gianluca", "Sottile", role=c("aut", "cre"), email = "gianluca.sottile@unipa.it"),
	     person("Paolo", "Frumento", role=c("aut")))
Author: Gianluca Sottile [aut, cre],
  Paolo Frumento [aut]
Maintainer: Gianluca Sottile <gianluca.sottile@unipa.it>
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
NeedsCompilation: yes
Packaged: 2025-07-25 10:58:26 UTC; gianlucasottile
Repository: CRAN
Date/Publication: 2025-07-25 11:20:02 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-30 01:18:48 UTC; unix
Archs: Qest.so.dSYM
