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 Otto-Sobotka [cre], Elmar Spiegel [aut], Sabine Schnabel [aut], Linda Schulze Waltrup [aut], Paul Eilers [ctb], Thomas Kneib [ths], Goeran Kauermann [ctb]
MaintainerFabian Otto-Sobotka <fabian.otto-sobotka@uni-oldenburg.de>
Package repositoryView on CRAN
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expectreg documentation built on March 18, 2022, 5:57 p.m.