quantsig {quantsig}R Documentation

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)

[Package quantsig version 0.1.0 Index]