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regpro (version 0.1.1)

Nonparametric Regression

Description

Tools are provided for (1) nonparametric regression (kernel, local linear), (2) semiparametric regression (single index, additive models), and (3) quantile regression (linear, kernel).

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Version

Install

install.packages('regpro')

Monthly Downloads

18

Version

0.1.1

License

GPL (>= 2)

Maintainer

Jussi Klemela

Last Published

January 31st, 2016

Functions in regpro (0.1.1)

additive.stage

Stagewise fitting of an additive model
linear

Multivariate linear ridge regression estimator
pcf.additive

Regression function estimator in the additive model
pcf.kernesti.der

A kernel estimator of a partial derivative of a regression function
pcf.kernesti

Multivariate kernel regression estimator
emp.quantile

Empirical quantile function at one point
ma

Moving average of a time series
pcf.loclin

Multivariate local linear estimator
additive

An additive model regression estimator for pointwise estimation
kernesti.der

An estimator of a partial derivative of a regression function at one point
kernesti.regr

Multivariate kernel regression estimator at one point
pp.regression

Projection pursuit regression
quantil.emp

Empirical p:th quantile
pcf.kernesti.slice

A slice of a multivariate kernel regression estimator
kernesti.quantile

Multivariate kernel conditional quantile estimator at one point
pcf.single.index

Regression function estimator in the single index model
emp.distribu

Empirical distribution function at one point
linear.quan

Multivariate linear quantile regression estimator
copula.trans

Makes a copula transformation
pcf.kernesti.marg

An estimator of a marginal average of a regression function
pcf.kern.quan

An estimator of a conditional quantile function
loclin

Multivariate local linear regression estimator at one point
single.index

Single index model regression estimator at one point