KERE: Expectile Regression in Reproducing Kernel Hilbert Space

An efficient algorithm inspired by majorization-minimization principle for solving the entire solution path of a flexible nonparametric expectile regression estimator constructed in a reproducing kernel Hilbert space.

Getting started

Package details

AuthorYi Yang, Teng Zhang, Hui Zou
MaintainerYi Yang <yiyang@umn.edu>
LicenseGPL-2
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("KERE")

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KERE documentation built on May 1, 2019, 8:01 p.m.