expectreg: Expectile and Quantile Regression (original) (raw)

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.

Version: 0.53
Depends: R (≥ 3.5.0), stats, parallel, mboost (≥ 2.1.0), BayesX (≥ 0.2-4), Matrix
Imports: Rcpp (≥ 0.11.2), splines, quadprog, colorspace (≥ 0.97), fields
LinkingTo: Rcpp, RcppEigen
Suggests: SemiPar
Published: 2024-02-02
DOI: 10.32614/CRAN.package.expectreg
Author: Fabian Otto-Sobotka [cre], Elmar Spiegel [aut], Sabine Schnabel [aut], Linda Schulze Waltrup [aut], Paul Eilers [ctb], Thomas Kneib [ths], Goeran Kauermann [ctb]
Maintainer: Fabian Otto-Sobotka <fabian.otto-sobotka at uni-oldenburg.de>
License: GPL-2
NeedsCompilation: yes
Citation: expectreg citation info
Materials:
CRAN checks: expectreg results

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