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
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

Documentation:

Reference manual:

locpolExpectile.pdf

Downloads:

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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