esreg: Joint Quantile and Expected Shortfall Regression

Simultaneous modeling of the quantile and the expected shortfall of a response variable given a set of covariates, see Dimitriadis and Bayer (2019) <doi:10.1214/19-EJS1560>.

Version: 0.5.0
Imports: quantreg, Rcpp, stats, Formula
LinkingTo: Rcpp, RcppArmadillo
Published: 2019-11-15
Author: Sebastian Bayer [aut, cre], Timo Dimitriadis [aut]
Maintainer: Sebastian Bayer <sebastian.bayer at>
License: GPL-3
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: esreg results


Reference manual: esreg.pdf
Package source: esreg_0.5.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: esreg_0.5.0.tgz, r-oldrel: esreg_0.5.0.tgz
Old sources: esreg archive

Reverse dependencies:

Reverse imports: esback


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