qape

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Software:101767

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CRANqapeMaRDI QIDQ101767

Quantile of Absolute Prediction Errors

Alicja Wolny-Dominiak

Last update: 21 August 2023

Software version identifier: 2.0, 1.0, 1.1, 2.1

Copyright license: GNU General Public License, version 2.0

Estimates QAPE using bootstrap procedures. The residual, parametric and double bootstrap is used. The test of normality using Cholesky decomposition is added. Y pop is defined.

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