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esreg: Joint Quantile and Expected Shortfall Regression

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
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

Documentation:

Reference manual: esreg.pdf

Downloads:

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 dependencies:

Reverse imports: esback

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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