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 |