Package: esreg
Type: Package
Title: Joint Quantile and Expected Shortfall Regression
Version: 0.6.2
Date: 2023-05-12
Authors@R: c(person('Sebastian', 'Bayer', email='sebastian.bayer@uni-konstanz.de', role=c('aut', 'cre')), 
             person('Timo', 'Dimitriadis', email='timo.dimitriadis@uni-konstanz.de', role='aut'))
Description: 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>.
License: GPL-3
Encoding: UTF-8
Imports: quantreg, Rcpp, stats, Formula
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.2.3
Repository: https://bayerse.r-universe.dev
Date/Publication: 2023-05-13 09:52:12 UTC
RemoteUrl: https://github.com/bayerse/esreg
RemoteRef: HEAD
RemoteSha: 086e4fdfac7f82c4914fd113f3f8d62b41f04f30
NeedsCompilation: yes
Packaged: 2026-10-03 11:17:34 UTC; root
Author: Sebastian Bayer [aut, cre],
  Timo Dimitriadis [aut]
Maintainer: Sebastian Bayer <sebastian.bayer@uni-konstanz.de>