quantsig

MaRDI QIDQ7386463CRANFDO

Authors Alan Hutson

Last update 20 November 2024

Copyright license GNU General Public License, version 3.0

Software version identifier 0.1.0

Description

A sigmoidal quantile function estimator based on a newly defined generalized expectile function. The generalized sigmoidal quantile function can estimate quantiles beyond the range of the data, which is important for certain applications given smaller sample sizes. The package is based on the method introduced in Hutson (2024) <doi:10.1080/03610918.2022.2032161>.

Cites work

• The generalized sigmoidal quantile function

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