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mixqrgate
View on CRAN: Click
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Download and install mixqrgate package within the R console
Install from CRAN:
install.packages("mixqrgate")
Install from Github:
library("remotes")
install_github("cran/mixqrgate") Install by package version:
library("remotes")
install_version("mixqrgate", "0.1.2") Attach the package and use:
library("mixqrgate")
Maintained by
Kailas Venkitasubramanian
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First Published: 2026-07-16
Latest Update: 2026-07-16
Description:
Extends finite mixtures of quantile regressions (the 'mixqr' package) with a concomitant-covariate, quantile-indexed mixing gate. The mixing probabilities follow a multinomial-logit model whose coefficients may depend on a separate set of gating covariates and on the quantile level, so that latent-class membership can change across the conditional distribution. This turns the location-varying mixing idea of Furno (2025) into a likelihood and EM object with proper standard errors on the gate. Estimation reuses the 'mixqr' component and error-density machinery; the gate is fit by a weighted multinomial-logistic M-step and reduces exactly to a constant gate when the gating model is an intercept only.
How to cite:
Kailas Venkitasubramanian (2026). mixqrgate: Location-Varying Gating for Mixtures of Quantile Regressions. R package version 0.1.2, https://cran.r-project.org/web/packages/mixqrgate. Accessed 04 Oct. 2026.
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