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>
LicenseGPL-2
Version0.50
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("expectreg")

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expectreg documentation built on Aug. 24, 2019, 1:05 a.m.