Hypothesis Tests for Quantiles and Quantile-Based Measures
Overview
Functions to conduct hypothesis tests and derive confidence intervals for quantiles, linear combinations of quantiles, ratios of dependent linear combinations and differences and ratios of all of the above for comparisons between independent samples. Additionally, quantile-based measures of inequality are also considered.
- Added
qden()for quantile density estimation using QOR-based and density-based methods. - Added
qor()for computing quantile optimality ratios using the generalized lambda distribution, lognormal, normal, exponential, and user-supplied quantile functions. - Added
qrcov()for covariance matrix estimation for ratios of linear combinations of quantile estimators. - Added
rcv.test()for one- and two-sample inference for robust coefficients of variation based on the MAD or IQR. - Extended
qcov()to use the new quantile density estimation framework, including flexible distributional choices for QOR-based estimation. - Extended
qineq()to support additional quantile-based inequality measures and user-specified measures. - Updated
q.test()to improve quantile-based inference and argument handling. - Improved input validation, documentation, and error and warning messages throughout the package.
- Expanded the automated test suite to cover the new and updated functions.
From NEWS.md in the release
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Package metadata
- First published
- 2024-10-14
- Total releases
- 5 / 2 yrs
- License
- GPL (>= 3) OSI
- Download size
- 37 KB
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