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."

Author
Feipeng Zhang [aut, cre], Qunhua Li [aut]
Date of publication
2016-11-10 13:16:57
Maintainer
Feipeng Zhang <zhangfp108@gmail.com>
License
GPL (>= 2.0)
Version
1.1.0
URLs

View on CRAN

Man pages

cterFit
Fit the continuous threshold expectile regression
cterSimData
Simulated data from the continuous threshold expectile...
cterTest
test the existence of change point in the continuous...
data_bbsalaries
Baseball pitcher salary data

Files in this package

cthreshER
cthreshER/NAMESPACE
cthreshER/data
cthreshER/data/data_bbsalaries.rda
cthreshER/R
cthreshER/R/cterFit.R
cthreshER/R/cterSimData.R
cthreshER/R/cterTest.R
cthreshER/MD5
cthreshER/DESCRIPTION
cthreshER/man
cthreshER/man/data_bbsalaries.Rd
cthreshER/man/cterTest.Rd
cthreshER/man/cterFit.Rd
cthreshER/man/cterSimData.Rd