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.

AuthorFabian Sobotka <fabian.sobotka@wiwi.uni-goettingen.de>, Sabine Schnabel <sabine.schnabel@wur.nl> and Linda Schulze Waltrup <lschulze_waltrup@stat.uni-muenchen.de> with contributions from Paul Eilers <p.eilers@erasmusmc.nl>, Thomas Kneib <tkneib@uni-goettingen.de> and Goeran Kauermann <goeran.kauermann@stat.uni-muenchen.de>.
Date of publication2014-03-05 14:39:34
MaintainerFabian Sobotka <fabian.sobotka@wiwi.uni-goettingen.de>
LicenseGPL-2
Version0.39

View on CRAN

Files in this package

expectreg
expectreg/inst
expectreg/inst/CITATION
expectreg/inst/doc
expectreg/inst/doc/figures
expectreg/inst/doc/figures/dutchbsp_laws.pdf
expectreg/inst/doc/figures/dutchbsp_bundle.pdf
expectreg/inst/doc/figures/dutchbsp_boost.pdf
expectreg/inst/doc/figures/dutchbsp_rest.pdf
expectreg/inst/doc/expectreg.R
expectreg/inst/doc/expectreg.pdf
expectreg/inst/doc/expectreg.Rnw
expectreg/inst/doc/defs.tex
expectreg/tests
expectreg/tests/test_expectreg.R
expectreg/tests/test_sample_expectiles.R
expectreg/NAMESPACE
expectreg/data
expectreg/data/india.bnd.rda
expectreg/data/dutchboys.rda
expectreg/data/india.rda
expectreg/data/northger.bnd.rda
expectreg/R
expectreg/R/acv.sheets.R expectreg/R/coef.expectreg.R expectreg/R/plot.expectreg.R expectreg/R/summary.expectreg.R expectreg/R/residuals.expectreg.R expectreg/R/et.R expectreg/R/pegamma.R expectreg/R/predict.expectreg.R expectreg/R/pemq.R expectreg/R/bundle.R expectreg/R/acv.bundle.R expectreg/R/expectreg.qp.R expectreg/R/cdf.qp.R expectreg/R/schall.R expectreg/R/fitted.values.expectreg.R expectreg/R/rb.R expectreg/R/eexp.R expectreg/R/acv.noncross.R expectreg/R/coefficients.expectreg.R expectreg/R/pet.R expectreg/R/my.approx.R expectreg/R/pechisq.R expectreg/R/fitted.expectreg.R expectreg/R/pspfit2d.new.R expectreg/R/penorm.R expectreg/R/fitasy.R expectreg/R/expectreg.ls.R expectreg/R/eemq.R expectreg/R/predict.regbase.R expectreg/R/elnorm.R expectreg/R/remq.R expectreg/R/acv.R expectreg/R/confint.expectreg.R expectreg/R/quant.boost.R expectreg/R/expectile.R expectreg/R/bicfun.R expectreg/R/pebeta.R expectreg/R/lcurve.R expectreg/R/demq.R expectreg/R/qpvzentr.R expectreg/R/expectreg.boost.R expectreg/R/resid.expectreg.R expectreg/R/eunif.R expectreg/R/peunif.R expectreg/R/peemq.R expectreg/R/restricted.R expectreg/R/aicfun.R expectreg/R/eenorm.R expectreg/R/z[.expectreg.R expectreg/R/qplongi.R expectreg/R/laws.R expectreg/R/pelnorm.R expectreg/R/cvgrid.R expectreg/R/mono.R expectreg/R/qemq.R expectreg/R/quant.bundle.R expectreg/R/print.expectreg.R expectreg/R/sheets.R expectreg/R/fitampllsfit.R expectreg/R/eeplot.R expectreg/R/effects.expectreg.R expectreg/R/peexp.R expectreg/R/echisq.R expectreg/R/enorm.R expectreg/R/ebeta.R expectreg/R/asyregpen.lsfit.R expectreg/R/cdf.bundle.R expectreg/R/egamma.R expectreg/R/plot.bundledensity.R
expectreg/vignettes
expectreg/vignettes/figures
expectreg/vignettes/figures/dutchbsp_laws.pdf
expectreg/vignettes/figures/dutchbsp_bundle.pdf
expectreg/vignettes/figures/dutchbsp_boost.pdf
expectreg/vignettes/figures/dutchbsp_rest.pdf
expectreg/vignettes/expectreg.Rnw
expectreg/vignettes/defs.tex
expectreg/MD5
expectreg/build
expectreg/build/vignette.rds
expectreg/DESCRIPTION
expectreg/ChangeLog
expectreg/man
expectreg/man/expectreg.boost.Rd expectreg/man/expectreg-package.Rd expectreg/man/india.bnd.Rd expectreg/man/northger.bnd.Rd expectreg/man/expectile.Rd expectreg/man/cdf.qp.Rd expectreg/man/india.Rd expectreg/man/rb.Rd expectreg/man/enorm.Rd expectreg/man/pemq.Rd expectreg/man/quant.bundle.Rd expectreg/man/methods.Rd expectreg/man/expectreg.ls.Rd
expectreg/man/dutchboys.rd
expectreg/.Rinstignore

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