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: | 0.4.0 |
Imports: | quantreg, Rcpp, stats, Formula |
LinkingTo: | Rcpp, RcppArmadillo |
Published: | 2019-01-09 |
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_0.4.0.tar.gz |
Windows binaries: | r-devel: esreg_0.4.0.zip, r-release: esreg_0.4.0.zip, r-oldrel: esreg_0.4.0.zip |
OS X binaries: | r-release: esreg_0.4.0.tgz, r-oldrel: esreg_0.4.0.tgz |
Old sources: | esreg archive |
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