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

Package details

AuthorFeipeng Zhang [aut, cre], Qunhua Li [aut]
MaintainerFeipeng Zhang <[email protected]>
LicenseGPL (>= 2.0)
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:

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