expectile: Modelling of expectiles
Version 0.3.0

This package provides a methods for fitting a simplex or polyhedral cone to multivariate data, for doing expectile regression and skyline/baseline estimation.

Getting started

Package details

AuthorPratyaksha Wirapati, Henrik Bengtsson, Mark Robinson
MaintainerHenrik Bengtsson <[email protected]>
LicenseLGPL (== 2.1)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("expectile", repos="http://R-Forge.R-project.org")

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expectile documentation built on May 31, 2017, 4:38 a.m.