qris: Quantile Regression Model for Residual Lifetime Using an Induced Smoothing Approach

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 <doi:10.1007/s00180-022-01262-z>.

Package details

AuthorKyu Hyun Kim [aut, cre], Sangwook Kang [aut], Sy Han Chiou [aut]
MaintainerKyu Hyun Kim <kyuhyunkim07@gmail.com>
LicenseGPL (>= 3)
URL https://github.com/Kyuhyun07/qris
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the qris package in your browser

Any scripts or data that you put into this service are public.

qris documentation built on May 29, 2024, 8 a.m.