Package: mixqr
Type: Package
Title: Extensible Finite Mixtures of Quantile and Expectile Regressions
Version: 0.2.0
Authors@R: person("Kailas", "Venkitasubramanian", email = "kailasv@gmail.com",
           role = c("aut", "cre", "cph"))
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.
License: MIT + file LICENSE
Encoding: UTF-8
LazyData: true
Depends: R (>= 4.1)
Imports: quantreg, stats, graphics, utils
Suggests: ggplot2, rqPen, testthat (>= 3.0.0), knitr, rmarkdown
RoxygenNote: 7.3.3
Config/testthat/edition: 3
Config/Needs/website: pkgdown
VignetteBuilder: knitr
URL: https://github.com/kvenkita/mixqr,
        https://kvenkita.github.io/mixqr/
BugReports: https://github.com/kvenkita/mixqr/issues
NeedsCompilation: no
Packaged: 2026-06-22 11:18:57 UTC; kyle
Author: Kailas Venkitasubramanian [aut, cre, cph]
Maintainer: Kailas Venkitasubramanian <kailasv@gmail.com>
Repository: CRAN
Date/Publication: 2026-06-25 16:10:02 UTC
Built: R 4.6.0; ; 2026-06-25 20:30:31 UTC; unix
