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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.
| Version: | 0.2.0 |
| Depends: | R (≥ 4.1) |
| Imports: | quantreg, stats, graphics, utils |
| Suggests: | ggplot2, rqPen, testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2026-06-25 |
| DOI: | 10.32614/CRAN.package.mixqr (may not be active yet) |
| Author: | Kailas Venkitasubramanian [aut, cre, cph] |
| Maintainer: | Kailas Venkitasubramanian <kailasv at gmail.com> |
| BugReports: | https://github.com/kvenkita/mixqr/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/kvenkita/mixqr, https://kvenkita.github.io/mixqr/ |
| NeedsCompilation: | no |
| Citation: | mixqr citation info |
| Materials: | README, NEWS |
| CRAN checks: | mixqr results |
| Reference manual: | mixqr.html , mixqr.pdf |
| Vignettes: |
Get started with mixqr (source, R code) A Tutorial on Mixtures of Quantile Regressions (source, R code) |
| Package source: | mixqr_0.2.0.tar.gz |
| Windows binaries: | r-devel: mixqr_0.2.0.zip, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): mixqr_0.2.0.tgz, r-oldrel (arm64): mixqr_0.2.0.tgz, r-release (x86_64): mixqr_0.2.0.tgz, r-oldrel (x86_64): mixqr_0.2.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.