Package 'quantsig'

Title: Sigmoidal Quantile Function Estimator
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>.
Authors: Alan Hutson [aut], Han Yu [cre]
Maintainer: Han Yu <[email protected]>
License: GPL-3
Version: 0.1.0
Built: 2024-11-25 16:25:51 UTC
Source: CRAN

Help Index

Sigmoidal quantile function estimator

Description

This function implements the sigmoidal quantile function estimator, which is a smooth nonparametric quantile function estimator based on a newly defined generalized expectile function.

Usage

quantsig(x, p)

Arguments

x

a numeric whose sample quantiles are wanted.
p

the probability with values in (0,1).

Value

The estimated quantile.

Author(s)

Alan Hutson, Han Yu

References

Hutson AD. The generalized sigmoidal quantile function. Communications in Statistics-Simulation and Computation. 2024 Feb 1;53(2):799-813.

Examples

x <- c(1, 2, 3, 4, 5, 6, 7, 8, 8, 9)
quantsig(x, 0.5)