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."

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
https://arxiv.org/abs/1611.02609

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Files

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

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