_            _    _        _         _
      /\ \         /\ \ /\ \     /\_\      / /\
      \_\ \       /  \ \\ \ \   / / /     / /  \
      /\__ \     / /\ \ \\ \ \_/ / /     / / /\ \__
     / /_ \ \   / / /\ \ \\ \___/ /     / / /\ \___\
    / / /\ \ \ / / /  \ \_\\ \ \_/      \ \ \ \/___/
   / / /  \/_// / /   / / / \ \ \        \ \ \
  / / /      / / /   / / /   \ \ \   _    \ \ \
 / / /      / / /___/ / /     \ \ \ /_/\__/ / /
/_/ /      / / /____\/ /       \ \_\\ \/___/ /
\_\/       \/_________/         \/_/ \_____\/
r-mixqr 0.2.0
Propagated dependencies: r-quantreg@6.1
Channel: guix-cran
Location: guix-cran/packages/m.scm (guix-cran packages m)
Home page: https://github.com/kvenkita/mixqr
Licenses: Expat
Build system: r
Synopsis: Extensible Finite Mixtures of Quantile and Expectile Regressions
Description:

An extensible expectation-maximization (EM) framework for finite mixtures of quantile regressions (clusterwise / mixture-of-experts quantile regression). A single EM substrate with an engine/extension contract carries a family of capabilities: the core free-weight mixture of Wu and Yao (2016) <doi:10.1016/j.csda.2014.04.014> -- a fast asymmetric-Laplace path and the nonparametric kernel-density EM with components constrained to have their tau-quantile equal to zero (Hall and Presnell 1999 device); expectile and M-quantile component-loss families (Newey and Powell 1987; Breckling and Chambers 1988); component-specific penalized variable selection (SCAD / adaptive-LASSO, the quantile analogue of Khalili and Chen 2007); and joint multi-quantile estimation with a shared latent classification and non-crossing component curves. Provides classification-aware standard errors (sparsity and stochastic-EM multiple imputation), multi-start estimation, component-count selection, and prediction. The companion package mixqrgate adds location-varying gating.

Total packages: 1