emeryyi/mvcr: Expectile Regression in Reproducing Kernel Hilbert Space

An efficient algorithm inspired by majorization-minimization principle for solving the entire solution path of a flexible nonparametric expectile regression estimator constructed in a reproducing kernel Hilbert space.

Getting started

Package details

AuthorYi Yang, Teng Zhang, Hui Zou
MaintainerYi Yang <yi.yang6@mcgill.ca>
LicenseGPL-2
Version1.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("emeryyi/mvcr")
emeryyi/mvcr documentation built on May 16, 2019, 5:07 a.m.