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."

Install the latest version of this package by entering the following in R:
install.packages("cthreshER")
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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