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This package was removed from CRAN on 2024-12-12. Its history is shown below.
Reason: issues were not corrected in time
Details below reflect version 0.0.1, its last release before removal.

erfe

0.0.1

Fits Expectile Regression for Panel Fixed Effect Model

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Maintained by Amadou Barry1 releasesCRAN page ↗

Fits the Expectile Regression for Fixed Effect (ERFE) estimator. The ERFE model extends the within-transformation strategy to solve the incidental parameter problem within the expectile regression framework. The ERFE model estimates the regressor effects on the expectiles of the response distribution. The ERFE estimate corresponds to the classical fixed-effect within-estimator when the asymmetric point is 0.5. The paper by Barry, Oualkacha, and Charpentier (2021, arXiv:2108.04737) gives more details about the ERFE model.

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Tests · ratio 0.25
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Documentation · exports
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READMEYes · 330 wordsVignettesNopkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo
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Return-value docs
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Also on86 r2u10 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)
Depends (1)
R >= 2.10
Imports (3)
Matrixmvtnormstats
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none
Suggests (2)
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none
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Package Timeline

1 release. R releases are shown for context.

  • R
    R 4.5.0 released · 2025-04-11
  • archivedRemoved from CRAN
    2024-12-12
    issues were not corrected in time
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • 0.0.1
    2022-12-16
  • R
    R 4.2.0 released · 2022-04-22

Package metadata

Total releases
1
License
GPL-3 OSI
Minimum R
≥ 2.10
Bundled data
6.5 KB / 1 file
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not tracked yet
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