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]>
LicenseGPL-3
Version0.3.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("esreg")

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