Qtools: A Collection of Models and Tools for Quantile Inference

Abstract:

Quantiles play a fundamental role in statistics. The quantile function defines the distribution of a random variable and, thus, provides a way to describe the data that is specular but equivalent to that given by the corresponding cumulative distribution function. There are many advantages in working with quantiles, starting from their properties. The renewed interest in their usage seen in the last years is due to the theoretical, methodological, and software contributions that have broadened their applicability. This paper presents the R package Qtools, a collection of utilities for unconditional and conditional quantiles.

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Author

Affiliation

Marco Geraci

 

Published

Dec. 11, 2016

Received

Sep 15, 2016

DOI

10.32614/RJ-2016-037

Volume

Pages

8/2

117 - 138

CRAN packages used

quantreg, bayesQR, BSquare, lqmm, Qtools, boot, Rearrangement, mice

CRAN Task Views implied by cited packages

SocialSciences, Bayesian, Econometrics, Optimization, Robust, Survival, Environmetrics, Multivariate, OfficialStatistics, ReproducibleResearch, TimeSeries

Footnotes

    Reuse

    Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".

    Citation

    For attribution, please cite this work as

    Geraci, "The R Journal: Qtools: A Collection of Models and Tools for Quantile Inference", The R Journal, 2016

    BibTeX citation

    @article{RJ-2016-037,
      author = {Geraci, Marco},
      title = {The R Journal: Qtools: A Collection of Models and Tools for Quantile Inference},
      journal = {The R Journal},
      year = {2016},
      note = {https://doi.org/10.32614/RJ-2016-037},
      doi = {10.32614/RJ-2016-037},
      volume = {8},
      issue = {2},
      issn = {2073-4859},
      pages = {117-138}
    }