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.


Reference manual

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0.51 by Fabian Otto-Sobotka, 7 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