qape: Quantile of Absolute Prediction Errors

Estimates QAPE using bootstrap procedures. The residual, parametric and double bootstrap is used. The test of normality using Cholesky decomposition is added.

Version: 1.1
Depends: R (≥ 3.5.0)
Imports: lme4, Matrix, mvtnorm, plyr, dplyr
Published: 2021-03-23
Author: Alicja Wolny-Dominiak, Tomasz Zadlo
Maintainer: Alicja Wolny-Dominiak <alicja.wolny-dominiak at ue.katowice.pl>
License: GPL-2
NeedsCompilation: no
CRAN checks: qape results

Documentation:

Reference manual: qape.pdf

Downloads:

Package source: qape_1.1.tar.gz
Windows binaries: r-devel: qape_1.1.zip, r-release: qape_1.1.zip, r-oldrel: qape_1.1.zip
macOS binaries: r-release (arm64): qape_1.1.tgz, r-release (x86_64): qape_1.1.tgz, r-oldrel: qape_1.1.tgz
Old sources: qape archive

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