Changes in version 0.3.1 (2023-09-03) - Fix documentation issue Changes in version 0.3.0 (2020-06-09) - Update references. - Bump for CRAN submission. Changes in version 0.2.2 - Fix typo in parameter documentation. - Don't require parameter "q" in esr_backtest when backtest version is 1 or 3. Changes in version 0.2.1 - Adjust estimation of the intercept ESR backtest Changes in version 0.2.0 - Merge esr_backtest and esr_backtest_intercept in one function and add an additional esr backtest version - Account for misspecification in the covariance estimation - Add additional ES backtests - Clean-up and refactoring Changes in version 0.1.1 - Add the loss function Changes in version 0.1.0 - Initial commit