esreg: Joint Quantile and Expected Shortfall Regression
Version 0.3.1

Simultaneous modeling of the quantile and the expected shortfall of a response variable given a set of covariates, see Dimitriadis and Bayer (2017) .

Getting started

Package details

AuthorSebastian Bayer [aut, cre], Timo Dimitriadis [aut]
Date of publication2017-08-22 16:53:35 UTC
MaintainerSebastian Bayer <[email protected]>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the esreg package in your browser

Any scripts or data that you put into this service are public.

esreg documentation built on Aug. 22, 2017, 5:05 p.m.