quantsig0.1.0 package

Sigmoidal Quantile Function Estimator

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>.

  • Maintainer: Han Yu
  • License: GPL-3
  • Last published: 2024-11-20