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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