cthreshER: Continuous Threshold Expectile Regression
Version 1.1.0

Estimation and inference methods for the continuous threshold expectile regression. It can fit the continuous threshold expectile regression and test the existence of change point, for the paper, "Feipeng Zhang and Qunhua Li (2016). A continuous threshold expectile regression, submitted."

Getting started

Package details

AuthorFeipeng Zhang [aut, cre], Qunhua Li [aut]
Date of publication2016-11-10 13:16:57
MaintainerFeipeng Zhang <zhangfp108@gmail.com>
LicenseGPL (>= 2.0)
Version1.1.0
URL https://arxiv.org/abs/1611.02609
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("cthreshER")

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cthreshER documentation built on May 29, 2017, 9:35 p.m.