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: 0.37
Depends: R (≥ 2.14.0), mboost (≥ 2.1.0), BayesX (≥ 0.2-4), quadprog, stats, parallel
Imports: splines
Suggests: SemiPar, fields
Published: 2013-04-10
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
CRAN checks: expectreg results

Downloads:

Package source: expectreg_0.37.tar.gz
MacOS X binary: expectreg_0.37.tgz
Windows binary: expectreg_0.37.zip
Reference manual: expectreg.pdf
Vignettes: expectreg introduction
News/ChangeLog:ChangeLog
Old sources: expectreg archive

Reverse dependencies:

Reverse depends: LinearizedSVR