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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.6.2 |
rolling source/ R- | esreg_0.6.2.tar.gz |
19.2 KiB |
0.6.2 |
latest source/ R- | esreg_0.6.2.tar.gz |
19.2 KiB |
0.6.2 |
2026-04-23 source/ R- | esreg_0.6.2.tar.gz |
19.2 KiB |
0.6.2 |
2026-04-09 windows/windows R-4.5 | esreg_0.6.2.zip |
483.6 KiB |