Qtools: A Collection of Models and Tools for Quantile Inference

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.

Marco Geraci
2016-12-12

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

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Citation

For attribution, please cite this work as

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

BibTeX citation

@article{RJ-2016-037,
  author = {Geraci, Marco},
  title = {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}
}