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>.
| Version: | 0.6.2 |
| Imports: | quantreg,Rcpp, stats,Formula |
| LinkingTo: | Rcpp,RcppArmadillo |
| Published: | 2023-05-13 |
| DOI: | 10.32614/CRAN.package.esreg |
| Author: | Sebastian Bayer [aut, cre], Timo Dimitriadis [aut] |
| Maintainer: | Sebastian Bayer <sebastian.bayer at uni-konstanz.de> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Materials: | README,NEWS |
| CRAN checks: | esreg results |
| Reference manual: | esreg.html ,esreg.pdf |
| Package source: | esreg_0.6.2.tar.gz |
| Windows binaries: | r-devel:esreg_0.6.2.zip, r-release:esreg_0.6.2.zip, r-oldrel:esreg_0.6.2.zip |
| macOS binaries: | r-release (arm64):esreg_0.6.2.tgz, r-oldrel (arm64):esreg_0.6.2.tgz, r-release (x86_64):esreg_0.6.2.tgz, r-oldrel (x86_64):esreg_0.6.2.tgz |
| Old sources: | esreg archive |
| Reverse imports: | esback |
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