TrungLeVn/MidasQuantR: Quantile regression with Mixed-Data Sampling

Perform quantile regression and expected shortfall estimation with mixed data sampling (MIDAS)

Getting started

Package details

AuthorTrung Hai Le <[email protected]>
MaintainerTrung Hai Le <[email protected]>
LicenseWhat license is it under?
Version1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("TrungLeVn/MidasQuantR")
TrungLeVn/MidasQuantR documentation built on Nov. 20, 2018, 3:06 p.m.