qris

Quantile Regression Model for Residual Lifetime Using an Induced Smoothing Approach

CRAN Package

A collection of functions is provided by this package to fit quantiles regression models for censored residual lifetimes. It provides various options for regression parameters estimation: the induced smoothing approach (smooth), and L1-minimization (non-smooth). It also implements the estimation methods for standard errors of the regression parameters estimates based on an efficient partial multiplier bootstrap method and robust sandwich estimator. Furthermore, a simultaneous procedure of estimating regression parameters and their standard errors via an iterative updating procedure is implemented (iterative). For more details, see Kim, K. H., Caplan, D. J., & Kang, S. (2022), "Smoothed quantile regression for censored residual life", Computational Statistics, 1-22 .

  • Version1.1.1
  • R version≥ 3.6.0
  • LicenseGPL (≥ 3)
  • Needs compilation?Yes
  • Last release03/05/2024

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  • Depends1 package
  • Imports6 packages
  • Suggests1 package
  • Linking To2 packages