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: 0.39
Depends: R (≥ 2.14.0), stats, parallel, mboost (≥ 2.1.0), BayesX (≥ 0.2-4)
Imports: splines, quadprog
Suggests: SemiPar, fields
Published: 2014-03-05
Author: Fabian Sobotka, Sabine Schnabel and Linda Schulze Waltrup with contributions from Paul Eilers, Thomas Kneib and Goeran Kauermann.
Maintainer: Fabian Sobotka <fabian.sobotka at wiwi.uni-goettingen.de>
License: GPL-2
NeedsCompilation: no
Materials: ChangeLog
CRAN checks: expectreg results

Downloads:

Reference manual: expectreg.pdf
Vignettes: expectreg introduction
Package source: expectreg_0.39.tar.gz
Windows binaries: r-devel: expectreg_0.39.zip, r-release: expectreg_0.39.zip, r-oldrel: expectreg_0.39.zip
OS X Mavericks binaries: r-release: expectreg_0.39.tgz, r-oldrel: expectreg_0.39.tgz
Old sources: expectreg archive

Reverse dependencies:

Reverse imports: LinearizedSVR

Linking:

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