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 7 months ago.
2 previous versions
- esreg_0.3.1. Released almost 2 years ago.
- esreg_0.3.0. Released about 2 years ago.
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