esreg (0.4.0)

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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

Uses: Formula, quantreg, Rcpp

Released about 1 month ago.


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