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locpolExpectile (version 0.1.1)

Local Polynomial Expectile Regression

Description

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) and Adam and Gijbels (2021b) .

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Version

Install

install.packages('locpolExpectile')

Monthly Downloads

135

Version

0.1.1

License

GPL (>= 2)

Maintainer

Cc3<a9>cile Adam

Last Published

August 3rd, 2021

Functions in locpolExpectile (0.1.1)

One-to-one mapping relating expectiles and quantiles

expectreg_locpol

Local polynomial expectile regression (iterative procedure), univariate covariate

expectreg_loclin_trivariate

Local linear expectile regression (iterative procedure) for a trivariate covariate case

ParLin_expectreg_hetero

Partially linear expectile regression with different possible heteroscedastic error and univariate variable in the nonparametric function

ParLin_expectreg_homo_biv

Partially linear expectile regression with a homoscedastic error and a bivariate variable in the nonparametric function

Rule-of-Thumb bandwidth selectors

h_GenROT_bivariate

Rule-of-Thumb bandwidth selectors for bivariate covariate setting

ParLin_expectreg_homo_uni

Partially linear expectile regression with a homoscedastic error and a univariate variable in the nonparametric function

expectreg_loclin_bivariate

Local linear expectile regression (iterative procedure) for a bivariate covariate case

Quantile-based bandwidth selectors based on the Rule-of-Thumb selector for mean regression

Data from a Simulated Motorcycle Accident

h_GenROT_without

Rule-of-Thumb bandwidth selectors in a location-scale setting without using the one-to-one mapping

Rule-of-Thumb bandwidth selectors in a location-scale setting using the one-to-one mapping

Quantile-based bandwidth selectors based on the plug-in bandwidth selector for mean regression