Simultaneous modeling of the quantile and the expected shortfall of a response variable given a set of covariates, see Dimitriadis and Bayer (2017) <arXiv:1704.02213>.
| Version: | 0.3.1 |
| Imports: | quantreg, Rcpp, stats |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | GenSA |
| Published: | 2017-08-22 |
| Author: | Sebastian Bayer [aut, cre], Timo Dimitriadis [aut] |
| Maintainer: | Sebastian Bayer <sebastian.bayer at uni-konstanz.de> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | esreg results |
| Reference manual: | esreg.pdf |
| Package source: | esreg_0.3.1.tar.gz |
| Windows binaries: | r-devel: esreg_0.3.1.zip, r-release: esreg_0.3.1.zip, r-oldrel: esreg_0.3.1.zip |
| OS X binaries: | r-release: esreg_0.3.1.tgz, r-oldrel: esreg_0.3.1.tgz |
| Old sources: | esreg archive |
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