locpolExpectile: Local Polynomial Expectile Regression

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-release (arm64): locpolExpectile_0.1.1.tgz, r-oldrel (arm64): 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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