expectreg
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Software:1350736
swMATH43558CRANexpectregMaRDI QIDQ1350736
Expectile and Quantile Regression
Sabine Schnabel, Elmar Spiegel, Linda Schulze Waltrup
Last update: 2 February 2024
Copyright license: GNU General Public License, version 2.0
Software version identifier: 0.52, 0.1, 0.16, 0.20, 0.21, 0.25, 0.26, 0.29, 0.30, 0.35, 0.36, 0.37, 0.38, 0.39, 0.50, 0.51, 0.53
Source code repository: https://github.com/cran/expectreg
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.
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