mixqrgate: Location-Varying Gating for Mixtures of Quantile Regressions

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.

Version: 0.1.2
Depends: R (≥ 4.1)
Imports: mixqr (≥ 0.1.1), stats, graphics
Suggests: nnet, ggplot2, testthat (≥ 3.0.0), knitr, rmarkdown
Published: 2026-07-16
DOI: 10.32614/CRAN.package.mixqrgate (may not be active yet)
Author: Kailas Venkitasubramanian [aut, cre, cph]
Maintainer: Kailas Venkitasubramanian <kailasv at gmail.com>
BugReports: https://github.com/kvenkita/mixqrgate/issues
License: MIT + file LICENSE
URL: https://github.com/kvenkita/mixqrgate
NeedsCompilation: no
Citation: mixqrgate citation info
Materials: README, NEWS
CRAN checks: mixqrgate results

Documentation:

Reference manual: mixqrgate.html , mixqrgate.pdf
Vignettes: A Primer on Location-Varying Gating for Quantile Mixtures (source, R code)
Location-varying gating for mixtures of quantile regressions (source, R code)

Downloads:

Package source: mixqrgate_0.1.2.tar.gz
Windows binaries: r-devel: mixqrgate_0.1.2.zip, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): mixqrgate_0.1.2.tgz, r-oldrel (arm64): mixqrgate_0.1.2.tgz, r-release (x86_64): mixqrgate_0.1.2.tgz, r-oldrel (x86_64): mixqrgate_0.1.2.tgz

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