Extensible Finite Mixtures of Quantile and Expectile Regressions


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Documentation for package ‘mixqr’ version 0.2.0

Help Pages

AIC.mixqr Log-likelihood, AIC and BIC of a mixqr fit
BIC.mixqr Log-likelihood, AIC and BIC of a mixqr fit
coef.mixqr Component coefficients of a mixqr fit
confint.mixqr Confidence intervals for a mixqr fit
engine Engine ethanol-combustion data (Brinkman 1981)
fitted.mixqr Fitted values, residuals and number of observations
get_mixqr_engine Retrieve a registered mixqr engine constructor
list_mixqr_engines List registered mixqr engines
logLik.mixqr Log-likelihood, AIC and BIC of a mixqr fit
mixqr Fit a finite mixture of quantile regressions
mixqr_control Control parameters for 'mixqr()'
mixqr_nc Fit a joint multi-tau mixture of quantile regressions (non-crossing, shared labels)
mixqr_pen Fit a penalized (variable-selecting) mixture of quantile regressions
mixqr_select Select the number of mixture components
mixqr_vcontrol Control parameters for stochastic-EM variance estimation (Algorithm 3.1)
nobs.mixqr Fitted values, residuals and number of observations
plot.mixqr Plot a mixqr fit
plot.mixqr_multitau Plot the non-crossing component quantile curves of a multi-tau fit
predict.mixqr Predict from a mixqr fit
predict.mixqr_multitau Predict non-crossing component quantiles from a multi-tau fit
register_mixqr_engine Register a mixqr EM engine
residuals.mixqr Fitted values, residuals and number of observations
selectedVars Active (selected) covariates per component of a penalized mixqr fit
sim_mixqr2 Simulate the Wu & Yao two-component design (eq. 4.1-4.2)
sim_mixqr3 Simulate the Wu & Yao three-component design (eq. 4.3-4.4)
sim_mixqr_cross Simulate a two-component mixture whose per-tau fits cross (for O4 validation)
summary.mixqr Summarize a mixqr fit
vcov.mixqr Variance-covariance matrix of a mixqr fit