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) .


Reference manual

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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