Package: Qest
Type: Package
Title: Quantile-Based Estimators
Version: 2.0.0
Authors@R: c(
    person("Gianluca", "Sottile", email = "gianluca.sottile@unipa.it",
           role = c("aut", "cre"), comment = c(ORCID = "0000-0001-9347-7251")),
    person("Paolo", "Frumento", email = "paolo.frumento@unipi.it", role = "aut"))
Description: Quantile-based estimators (Q-estimators) fit any parametric
    distribution through its quantile function, by minimizing the integrated
    loss of quantile regression. They are usually more robust than maximum
    likelihood estimators, and allow for censored and truncated data. The
    package implements user-defined quantile functions, built-in families
    (normal, gamma, continuous Poisson, uniform), linear models and
    proportional hazards models. The method is described in Sottile and
    Frumento (2022) <doi:10.1016/j.csda.2022.107471>.
License: GPL (>= 2)
URL: https://github.com/gianluca-sottile/Qest
BugReports: https://github.com/gianluca-sottile/Qest/issues
Depends: R (>= 4.1.0)
Imports: graphics, matrixStats, stats, survival, utils
Suggests: knitr, rmarkdown, testthat (>= 3.0.0)
VignetteBuilder: knitr
Config/testthat/edition: 3
Encoding: UTF-8
Language: en-US
Config/roxygen2/version: 8.1.1
NeedsCompilation: no
Packaged: 2026-10-29 13:59:56 UTC; gianlucasottile
Author: Gianluca Sottile [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-9347-7251>),
  Paolo Frumento [aut]
Maintainer: Gianluca Sottile <gianluca.sottile@unipa.it>
Repository: CRAN
Date/Publication: 2026-10-29 18:50:02 UTC
