Package: locpolExpectile 0.1.1

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>.

Authors:Cécile Adam [aut, cre] Irène Gijbels [aut]

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locpolExpectile.pdf |locpolExpectile.html✨
locpolExpectile/json (API)

# Install 'locpolExpectile' in R:
install.packages('locpolExpectile', repos = c('https://16cile.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • mcycle - Data from a Simulated Motorcycle Accident

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

15 exports 0.00 score 47 dependencies 4 scripts 202 downloads

Last updated 3 years agofrom:fbf7c76f91. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 03 2024
R-4.5-winNOTESep 03 2024
R-4.5-linuxNOTESep 03 2024
R-4.4-winNOTESep 03 2024
R-4.4-macNOTESep 03 2024
R-4.3-winNOTESep 03 2024
R-4.3-macNOTESep 03 2024

Exports:compDerEst_expcompDerEstError_expexpectreg_loclin_bivariateexpectreg_loclin_trivariateexpectreg_locpolfindrooth_GenROTh_GenROT_bivariateh_GenROT_withh_GenROT_withouth_pluginBwh_thumbBwParLin_expectreg_heteroParLin_expectreg_homo_bivParLin_expectreg_homo_uni

Dependencies:BayesXclassclassIntcodacolorspaceDBIdeldirdotCall64e1071expectregfieldsforeignFormulainterpinumKernSmoothlatticelestatlibcoinlocpolmagrittrmapsMASSMatrixmatrixcalcMatrixModelsmboostmvtnormnnlspartykitproxyquadprogquantregRcppRcppEigenrparts2sfshapefilesspspamSparseMstabssurvivalunitsviridisLitewk

Readme and manuals

Help Manual

Help pageTopics
Local linear expectile regression (iterative procedure) for a bivariate covariate caseexpectreg_loclin_bivariate
Local linear expectile regression (iterative procedure) for a trivariate covariate caseexpectreg_loclin_trivariate
Local polynomial expectile regression (iterative procedure), univariate covariateexpectreg_locpol
One-to-one mapping relating expectiles and quantilesfindroot
Rule-of-Thumb bandwidth selectorscompDerEst_exp h_GenROT
Rule-of-Thumb bandwidth selectors for bivariate covariate settingh_GenROT_bivariate
Rule-of-Thumb bandwidth selectors in a location-scale setting using the one-to-one mappingh_GenROT_with
Rule-of-Thumb bandwidth selectors in a location-scale setting without using the one-to-one mappingcompDerEstError_exp h_GenROT_without
Quantile-based bandwidth selectors based on the plug-in bandwidth selector for mean regressionh_pluginBw
Quantile-based bandwidth selectors based on the Rule-of-Thumb selector for mean regressionh_thumbBw
Data from a Simulated Motorcycle Accidentmcycle
Partially linear expectile regression with different possible heteroscedastic error and univariate variable in the nonparametric functionParLin_expectreg_hetero
Partially linear expectile regression with a homoscedastic error and a bivariate variable in the nonparametric functionParLin_expectreg_homo_biv
Partially linear expectile regression with a homoscedastic error and a univariate variable in the nonparametric functionParLin_expectreg_homo_uni