CRAN/E | esreg

esreg

Joint Quantile and Expected Shortfall Regression

Installation

About

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.

Key Metrics

Version 0.6.2
Published 2023-05-13 341 days ago
Needs compilation? yes
License GPL-3
CRAN checks esreg results

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Maintainer

Maintainer

Sebastian Bayer

sebastian.bayer@uni-konstanz.de

Authors

Sebastian Bayer

aut / cre

Timo Dimitriadis

aut

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

esreg archive

Imports

quantreg
Rcpp
stats
Formula

LinkingTo

Rcpp
RcppArmadillo

Reverse Imports

esback