qris-package: qris: Quantile Regression Model for Residual Lifetime Using...

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

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

Description

This package offers a collection of functions 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). See Kim, K. (2022) "Smoothed quantile regression for censored residual life", <arXiv:2205.00413>.

Author(s)

Maintainer: Kyu Hyun Kim [e-mail]

Authors:

• Sangwook Kang

• Sy Han Chiou

See Also

Useful links:

• https://github.com/Kyuhyun07/qris

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