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expectreg (version 0.25)

Expectile and Quantile Regression

Description

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.

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Version

Install

install.packages('expectreg')

Monthly Downloads

449

Version

0.25

License

GPL-2

Maintainer

Fabian Sobotka

Last Published

May 9th, 2011

Functions in expectreg (0.25)

enorm

Expectiles of distributions

methods

Methods for expectile regression objects

expectile.laws

Expectile regression of additive models

expectile

Expectile regression of additive models

expectile.cdf

Calculation of the conditional CDF based on expectile curves

base

Creates base for a regression based on covariates

expectile.boost

Quantile and expectile regression using boosting

northger.bnd

Regions of northern Germany - boundary format

expectile.bundle

Restricted expectile regression of additive models

india

Malnutrition of Childen in India

pkoenker

The "expectiles-meet-quantiles" distribution family.

india.bnd

Regions of India - boundary format

bundle.density

Calculation of the conditional density based on expectile curves

expectreg-package

Expectile and Quantile Regression