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expectreg (version 0.26)

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

0.26

License

GPL-2

Maintainer

Fabian Sobotka

Last Published

September 8th, 2011

Functions in expectreg (0.26)

bundle.density

Calculation of the conditional density based on expectile curves

methods

Methods for expectile regression objects

base

Creates base for a regression based on covariates

expectile.boost

Quantile and expectile regression using boosting

enorm

Expectiles of distributions

northger.bnd

Regions of northern Germany - boundary format

expectreg-package

Expectile and Quantile Regression

expectile.cdf

Calculation of the conditional CDF based on expectile curves

india

Malnutrition of Childen in India

expectile.laws

Expectile regression of additive models

expectile.bundle

Restricted expectile regression of additive models

expectile

Sample Expectiles

pemq

The "expectiles-meet-quantiles" distribution family.

india.bnd

Regions of India - boundary format