Other packages > Find by keyword >

mixqr  

Extensible Finite Mixtures of Quantile and Expectile Regressions
View on CRAN: Click here


Download and install mixqr package within the R console
Install from CRAN:
install.packages("mixqr")

Install from Github:
library("remotes")
install_github("cran/mixqr")

Install by package version:
library("remotes")
install_version("mixqr", "0.2.0")



Attach the package and use:
library("mixqr")
Maintained by
Kailas Venkitasubramanian
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-06-25
Latest Update: 2026-06-25
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.
How to cite:
Kailas Venkitasubramanian (2026). mixqr: Extensible Finite Mixtures of Quantile and Expectile Regressions. R package version 0.2.0, https://cran.r-project.org/web/packages/mixqr. Accessed 12 Sep. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited mixqr R package
View mixqr citation profile
Other R packages that mixqr depends, imports, suggests or enhances
Complete documentation for mixqr
Functions, R codes and Examples using the mixqr R package
Full mixqr package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

unikn  
Graphical Elements of the University of Konstanz's Corporate Design
Define and use graphical elements of corporate design manuals in R. The 'unikn' package provides col ...
Download / Learn more Package Citations See dependency  
NScluster  
Simulation and Estimation of the Neyman-Scott Type Spatial Cluster Models
Simulation and estimation for Neyman-Scott spatial cluster point process models and their extension ...
Download / Learn more Package Citations See dependency  
mixl  
Simulated Maximum Likelihood Estimation of Mixed Logit Models for Large Datasets
Specification and estimation of multinomial logit models. Large datasets and complex models are su ...
Download / Learn more Package Citations See dependency  
qdapTools  
Tools for the 'qdap' Package
A collection of tools associated with the 'qdap' package that may be useful outside of the context ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
electionsBR  
R Functions to Download and Clean Brazilian Electoral Data
Offers a set of functions to easily download and clean Brazilian electoral data from the Superior E ...
Download / Learn more Package Citations See dependency  

28,480

R Packages

239,283

Dependencies

75,677

Author Associations

28,481

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA