qape: Quantile Absolute Prediction Error

Estimates Quantile Absolute Prediction Error using bootstrap procedures. The residual, parametric and double bootstrap is used.

Version: 1.0
Depends: R (≥ 3.5.0)
Imports: lme4, Matrix, mvtnorm, plyr, dplyr
Published: 2020-09-08
Author: Alicja Wolny-Dominiak, Tomasz Zadlo
Maintainer: Alicja Wolny-Dominiak <alicja.wolny-dominiak at>
License: GPL-2
NeedsCompilation: no
CRAN checks: qape results


Reference manual: qape.pdf
Package source: qape_1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: qape_1.0.tgz, r-oldrel: qape_1.0.tgz


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