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cthreshER: Continuous Threshold Expectile Regression
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
Browse package contents
Package details |
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| Author | Feipeng Zhang [aut, cre], Qunhua Li [aut] |
| Maintainer | Feipeng Zhang <zhangfp108@gmail.com> |
| License | GPL (>= 2.0) |
| Version | 1.1.0 |
| URL | https://arxiv.org/abs/1611.02609 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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