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.

Install the latest version of this package by entering the following in R:
install.packages("expectreg")
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

Functions

cdf.bundle Man page
cdf.qp Man page
coef.expectreg Man page
coefficients.expectreg Man page
confint.expectreg Man page
demq Man page
ebeta Man page
echisq Man page
eemq Man page
eenorm Man page
eeplot Man page
eexp Man page
effects.expectreg Man page
egamma Man page
elnorm Man page
enorm Man page
et Man page
eunif Man page
expectile Man page
expectreg Man page
[.expectreg Man page
expectreg.boost Man page
expectreg.ls Man page
expectreg-package Man page
expectreg.qp Man page
fitted.expectreg Man page
fitted.values.expectreg Man page
india Man page
india.bnd Man page
mono Man page
northger.bnd Man page
pebeta Man page
pechisq Man page
peemq Man page
peexp Man page
pegamma Man page
pelnorm Man page
pemq Man page
penorm Man page
pet Man page
peunif Man page
plot.expectreg Man page
predict.expectreg Man page
print.expectreg Man page
qemq Man page
quant.boost Man page
quant.bundle Man page
rb Man page
remq Man page
resid.expectreg Man page
residuals.expectreg Man page
summary.expectreg Man page

Files

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.