vcov.esreg: Covariance Estimation
In BayerSe/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
BayerSe/esreg documentation built on May 21, 2023, 3:37 a.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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