Expectile and Quantile Regression

Expectile and quantile regression of models with nonlinear effects e.g. spatial, random, ridge using least asymmetric weighed squares / absolutes as well as boosting; also supplies expectiles for common distributions.


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Reference manual

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install.packages("expectreg")

0.51 by Fabian Otto-Sobotka, 3 months ago


Browse source code at https://github.com/cran/expectreg


Authors: Fabian Otto-Sobotka [cre] , Elmar Spiegel [aut] , Sabine Schnabel [aut] , Linda Schulze Waltrup [aut] , Paul Eilers [ctb] , Thomas Kneib [ths] , Goeran Kauermann [ctb]


Documentation:   PDF Manual  


GPL-2 license


Imports Rcpp, splines, quadprog, colorspace, fields

Depends on stats, parallel, mboost, BayesX, Matrix

Suggests SemiPar

Linking to Rcpp, RcppEigen


Imported by locpolExpectile.


See at CRAN