expectile: Modelling of expectiles

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

Author
Pratyaksha Wirapati, Henrik Bengtsson, Mark Robinson
Date of publication
None
Maintainer
Henrik Bengtsson <henrikb@braju.com>
License
LGPL (== 2.1)
Version
0.3.0

View on R-Forge

Man pages

loexp
Expectile regression for time series curve
Non-documented_objects
Non-documented objects
sfit2.matrix
Fit a simplex or polyhedral cone to multivariate data

Files in this package

expectile
expectile/NAMESPACE
expectile/data
expectile/data/loexp.example.rda
expectile/R
expectile/R/loexp.R
expectile/R/fitExpectileCone.R
expectile/R/999.NonDocumentedObjects.R
expectile/R/zzz.R
expectile/R/fitSimplex.R
expectile/R/sfit2.matrix.R
expectile/incl
expectile/incl/loexp.Rex
expectile/incl/sfit2.matrix.Rex
expectile/incl/fitCone.matrix.Rex
expectile/inst
expectile/inst/NEWS
expectile/DESCRIPTION
expectile/man
expectile/man/loexp.Rd
expectile/man/Non-documented_objects.Rd
expectile/man/sfit2.matrix.Rd
expectile/src
expectile/src/loexp.h
expectile/src/sfit.c
expectile/src/loexp.c
expectile/NAMESPACE.hide