r-esreg 0.6.3
Channel: guix-cran
Home page: https://github.com/BayerSe/esreg
Licenses: GPL 3
Build system: r
Synopsis: Joint Quantile and Expected Shortfall Regression
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>.
Total packages: 1