Local Polynomial Expectile Regression

Provides the local polynomial expectile regression method and different bandwidth selection procedures. The codes include local polynomial univariate expectile regression with several data-driven methods for bandwidth selection; local linear bivariate and trivariate expectile regression; and partially linear expectile regression, allowing for different errors structures (homoscedastic error and various heteroscedastic error structures). For more details, see Adam and Gijbels (2021a) and Adam and Gijbels (2021b) .


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install.packages("locpolExpectile")

0.1.1 by Cécile Adam, 4 months ago


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


Authors: Cécile Adam [aut, cre] Irène Gijbels [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports locpol, stats, expectreg, quantreg, matrixcalc, lestat

Suggests testthat


See at CRAN