esreg (0.4.0)
Joint Quantile and Expected Shortfall Regression.
http://cran.r-project.org/web/packages/esreg
Simultaneous modeling of the quantile and the expected shortfall of a response variable given a set of covariates, see Dimitriadis and Bayer (2017) .
Maintainer:
Sebastian Bayer
Author(s): Sebastian Bayer [aut, cre], Timo Dimitriadis [aut]
License: GPL-3
Released about 1 month ago.
2 previous versions
- esreg_0.3.1. Released over 1 year ago.
- esreg_0.3.0. Released over 1 year ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of esreg yet. Want to be the first? Write one now.
Related packages: … (20 best matches, based on common tags.)
Search for esreg on google, google scholar, r-help, r-devel.
Visit esreg on R Graphical Manual.
