Man pages for BayerSe/esreg
Joint Quantile and Expected Shortfall Regression

conditional_truncated_varianceConditional truncated variance
density_quantile_functionDensity Quantile Function
esregJoint Quantile and Expected Shortfall Regression
esreg_twostepTwo Step Quantile and Expected Shortfall Regression
esr_lossJoint Quantile and Expected Shortfall Loss Function
esr_psi_lpIdentification (moment) function for the pair (VaR, ES) for a...
esr_rho_lpJoint (VaR, ES) loss for a linear predictor
G1_funSpecification Function
G1_prime_funSpecification Function
G2_curly_funSpecification Function
G2_funSpecification Function
G2_prime_funSpecification Function
gplGeneralized Piecewise Linear Loss Function
G_vecVectorized call to the G1 / G2 functions
summary.esregesreg summary
summary.esreg_twostepesreg_twostep summary
vcov.esregCovariance Estimation for esreg
vcov.esreg_twostepCovariance Estimation for esreg_twostep
BayerSe/esreg documentation built on Oct. 18, 2017, 7:49 a.m.