Provides the local polynomial expectile regression method and different bandwidth selection procedures. The codes include local polynomial univariate expectile regression with several data-driven methods for bandwidth selection; local linear bivariate and trivariate expectile regression; and partially linear expectile regression, allowing for different errors structures (homoscedastic error and various heteroscedastic error structures). For more details, see Adam and Gijbels (2021a) <doi:10.1007/s10463-021-00799-y> and Adam and Gijbels (2021b) <doi:10.1007/978-3-030-73249-3_8>.
| Version: | 0.1.1 |
| Imports: | locpol, stats, expectreg, quantreg, matrixcalc, lestat |
| Suggests: | testthat |
| Published: | 2021-08-03 |
| DOI: | 10.32614/CRAN.package.locpolExpectile |
| Author: | Cécile Adam [aut, cre] Irène Gijbels [aut] |
| Maintainer: | Cécile Adam <cecile.adam at kuleuven.be> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | locpolExpectile results |
| Reference manual: | locpolExpectile.pdf |
| Package source: | locpolExpectile_0.1.1.tar.gz |
| Windows binaries: | r-devel: locpolExpectile_0.1.1.zip, r-release: locpolExpectile_0.1.1.zip, r-oldrel: locpolExpectile_0.1.1.zip |
| macOS binaries: | r-devel (arm64): locpolExpectile_0.1.1.tgz, r-release (arm64): locpolExpectile_0.1.1.tgz, r-oldrel (arm64): locpolExpectile_0.1.1.tgz, r-devel (x86_64): locpolExpectile_0.1.1.tgz, r-release (x86_64): locpolExpectile_0.1.1.tgz, r-oldrel (x86_64): locpolExpectile_0.1.1.tgz |
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