Local Polynomial Expectile Regression


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Documentation for package ‘locpolExpectile’ version 0.1.1

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compDerEstError_exp Rule-of-Thumb bandwidth selectors in a location-scale setting without using the one-to-one mapping
compDerEst_exp Rule-of-Thumb bandwidth selectors
expectreg_loclin_bivariate Local linear expectile regression (iterative procedure) for a bivariate covariate case
expectreg_loclin_trivariate Local linear expectile regression (iterative procedure) for a trivariate covariate case
expectreg_locpol Local polynomial expectile regression (iterative procedure), univariate covariate
findroot One-to-one mapping relating expectiles and quantiles
h_GenROT Rule-of-Thumb bandwidth selectors
h_GenROT_bivariate Rule-of-Thumb bandwidth selectors for bivariate covariate setting
h_GenROT_with Rule-of-Thumb bandwidth selectors in a location-scale setting using the one-to-one mapping
h_GenROT_without Rule-of-Thumb bandwidth selectors in a location-scale setting without using the one-to-one mapping
h_pluginBw Quantile-based bandwidth selectors based on the plug-in bandwidth selector for mean regression
h_thumbBw Quantile-based bandwidth selectors based on the Rule-of-Thumb selector for mean regression
mcycle Data from a Simulated Motorcycle Accident
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
ParLin_expectreg_homo_uni Partially linear expectile regression with a homoscedastic error and a univariate variable in the nonparametric function