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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.

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: ChangeLog
CRAN checks: expectreg results

Documentation:

Reference manual: expectreg.pdf
Vignettes: expectreg introduction

Downloads:

Package source: expectreg_0.53.tar.gz
Windows binaries: r-devel: expectreg_0.53.zip, r-release: expectreg_0.53.zip, r-oldrel: expectreg_0.53.zip
macOS binaries: r-release (arm64): expectreg_0.53.tgz, r-oldrel (arm64): expectreg_0.53.tgz, r-release (x86_64): expectreg_0.53.tgz, r-oldrel (x86_64): expectreg_0.53.tgz
Old sources: expectreg archive

Reverse dependencies:

Reverse depends: dirttee
Reverse imports: locpolExpectile

Linking:

Please use the canonical form https://CRAN.R-project.org/package=expectreg to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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