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.

Package details

AuthorFabian Sobotka <[email protected]>, Sabine Schnabel <[email protected]> and Linda Schulze Waltrup <[email protected]> with contributions from Paul Eilers <[email protected]>, Thomas Kneib <[email protected]> and Goeran Kauermann <[email protected]>.
MaintainerFabian Sobotka <[email protected]>
Package repositoryView on CRAN
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expectreg documentation built on May 29, 2017, 12:18 p.m.