expectreg: 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.

Version: 0.52
Depends: R (≥ 3.5.0), stats, parallel, mboost (≥ 2.1.0), BayesX (≥ 0.2-4), Matrix
Imports: Rcpp (≥ 0.11.2), splines, quadprog, colorspace (≥ 0.97), fields
LinkingTo: Rcpp, RcppEigen
Suggests: SemiPar
Published: 2022-03-15
Author: Fabian Otto-Sobotka [cre], Elmar Spiegel [aut], Sabine Schnabel [aut], Linda Schulze Waltrup [aut], Paul Eilers [ctb], Thomas Kneib [ths], Goeran Kauermann [ctb]
Maintainer: Fabian Otto-Sobotka <fabian.otto-sobotka at uni-oldenburg.de>
License: GPL-2
NeedsCompilation: yes
Citation: expectreg citation info
Materials: ChangeLog
CRAN checks: expectreg results

Documentation:

Reference manual: expectreg.pdf
Vignettes: expectreg introduction

Downloads:

Package source: expectreg_0.52.tar.gz
Windows binaries: r-devel: expectreg_0.52.zip, r-release: expectreg_0.52.zip, r-oldrel: expectreg_0.52.zip
macOS binaries: r-release (arm64): expectreg_0.52.tgz, r-oldrel (arm64): expectreg_0.52.tgz, r-release (x86_64): expectreg_0.52.tgz, r-oldrel (x86_64): expectreg_0.52.tgz
Old sources: expectreg archive

Reverse dependencies:

Reverse imports: locpolExpectile

Linking:

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