vcov.esreg: Covariance Estimation
In esreg: Joint Quantile and Expected Shortfall Regression
vcov.esreg R Documentation
Covariance Estimation
Description
Estimate the variance-covariance matrix of the joint (VaR, ES) estimator
Usage
## S3 method for class 'esreg'
vcov(object, method = "asymptotic", ...)
Arguments
object
An esreg object
method
For asymptotic use vcovA, for boot use vcovB
...
All possible values which can be passed to vcovA and vcovB
esreg documentation built on May 31, 2023, 9:25 p.m.
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| vcov.esreg | R Documentation |
Covariance Estimation
Description
Estimate the variance-covariance matrix of the joint (VaR, ES) estimator
Usage
## S3 method for class 'esreg'
vcov(object, method = "asymptotic", ...)
Arguments
object |
An esreg object |
method |
For asymptotic use vcovA, for boot use vcovB |
... |
All possible values which can be passed to vcovA and vcovB |
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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