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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
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

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:

Please use the canonical form https://CRAN.R-project.org/package=esreg to link to this page.

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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