cdf_at_quantile | Cumulative Density Function at Quantile |
conditional_mean_sigma | Conditional Mean and Sigma |
conditional_truncated_variance | Conditional truncated variance |
density_quantile_function | Density Quantile Function |
esreg | Joint Quantile and Expected Shortfall Regression |
esr_loss | Joint Loss Function |
esr_rho_lp | Joint (VaR, ES) loss for a linear predictor |
estfun.esreg | Estimating function |
G1_fun | Specification Function |
G1_prime_fun | Specification Function |
G1_prime_prime_fun | Specification Function |
G2_curly_fun | Specification Function |
G2_fun | Specification Function |
G2_prime_fun | Specification Function |
G2_prime_prime | Specification Function |
G_vec | Vectorized call to the G1 / G2 functions |
lambda_matrix | Lambda Matrix |
sigma_matrix | Sigma Matrix |
vcovA | Asymptotic Covariance Estimation |
vcovB | Bootstrap Covariance Estimation |
vcov.esreg | Covariance Estimation |
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