estfun.esreg: Estimating function
In esreg: Joint Quantile and Expected Shortfall Regression
estfun.esreg R Documentation
Estimating function
Description
This function matches the estfun function of the sandwich package and
returns the estimating functions for the fitted model.
It can for instance be used for an OPG estimator of the sigma matrix.
For esreg, the dimension of the estimating functions is n x (kq + ke).
Usage
estfun.esreg(x, ...)
Arguments
x
An esreg object
...
Further arguments (does not apply here)
esreg documentation built on May 31, 2023, 9:25 p.m.
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| estfun.esreg | R Documentation |
Estimating function
Description
This function matches the estfun function of the sandwich package and returns the estimating functions for the fitted model. It can for instance be used for an OPG estimator of the sigma matrix. For esreg, the dimension of the estimating functions is n x (kq + ke).
Usage
estfun.esreg(x, ...)
Arguments
x |
An esreg object |
... |
Further arguments (does not apply here) |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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