qris: Quantile Regression Model for Residual Lifetime Using an Induced
Smoothing Approach
A collection of functions to fit quantiles regression models for censored residual lifetimes. It provides various options for regression parameters estimation: the induced smoothing approach (smooth), and L1-minimization (non-smooth). It also implements the estimation methods for standard errors of the regression parameters estimates based on an efficient partial multiplier bootstrap method and robust sandwich estimator. Furthermore, a simultaneous procedure of estimating regression parameters and their standard errors via an iterative updating procedure is implemented (iterative). See Kim, K. (2022) "Smoothed quantile regression for censored residual life", <arXiv:2205.00413>.
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=qris
to link to this page.