cthreshER (1.1.0)

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Continuous Threshold Expectile Regression.

https://arxiv.org/abs/1611.02609
http://cran.r-project.org/web/packages/cthreshER

Estimation and inference methods for the continuous threshold expectile regression. It can fit the continuous threshold expectile regression and test the existence of change point, for the paper, "Feipeng Zhang and Qunhua Li (2016). A continuous threshold expectile regression, submitted."

Maintainer: Feipeng Zhang
Author(s): Feipeng Zhang [aut, cre], Qunhua Li [aut]

License: GPL (>= 2.0)

Uses: Matrix

Released over 2 years ago.


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