expectreg: Expectile and Quantile Regression

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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.

Author
Fabian 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 publication
2014-03-05 14:39:34
Maintainer
Fabian Sobotka <fabian.sobotka@wiwi.uni-goettingen.de>
License
GPL-2
Version
0.39

View on CRAN

Man pages

cdf.qp
Calculation of the conditional CDF based on expectile curves
enorm
Expectiles of distributions
expectile
Sample Expectiles
expectreg.boost
Quantile and expectile regression using boosting
expectreg.ls
Expectile regression of additive models
expectreg-package
Expectile and Quantile Regression
india
Malnutrition of Childen in India
india.bnd
Regions of India - boundary format
methods
Methods for expectile regression objects
northger.bnd
Regions of northern Germany - boundary format
pemq
The "expectiles-meet-quantiles" distribution family.
quant.bundle
Restricted expectile regression of additive models
rb
Creates base for a regression based on covariates

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