Other packages > Find by keyword >

esreg  

Joint Quantile and Expected Shortfall Regression
View on CRAN: Click here


Download and install esreg package within the R console
Install from CRAN:
install.packages("esreg")

Install from Github:
library("remotes")
install_github("cran/esreg")

Install by package version:
library("remotes")
install_version("esreg", "0.6.2")



Attach the package and use:
library("esreg")
Maintained by
Sebastian Bayer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-08-17
Latest Update: 2023-05-13
Description:
Simultaneous modeling of the quantile and the expected shortfall of a response variable given a set of covariates, see Dimitriadis and Bayer (2019) .
How to cite:
Sebastian Bayer (2017). esreg: Joint Quantile and Expected Shortfall Regression. R package version 0.6.2, https://cran.r-project.org/web/packages/esreg
Previous versions and publish date:
0.3.0 (2017-08-17 19:29), 0.3.1 (2017-08-22 18:53), 0.4.0 (2019-01-09 22:10), 0.5.0 (2019-11-15 21:50), 0.6.0 (2022-04-10 01:32), 0.6.1 (2023-03-22 20:50)
Other packages that cited esreg R package
View esreg citation profile
Other R packages that esreg depends, imports, suggests or enhances
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

mistral  
Methods in Structural Reliability
Various reliability analysis methods for rare event inference (computing failure probability and qua ...
Download / Learn more Package Citations See dependency  
rdbnomics  
Download DBnomics Data
R access to hundreds of millions data series from DBnomics API (). ...
Download / Learn more Package Citations See dependency  
steepness  
Testing Steepness of Dominance Hierarchies
The steepness package computes steepness as a property of dominance hierarchies. Steepness is define ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
critpath  
Setting the Critical Path in Project Management
Solving the problem of project management using CPM (Critical Path Method), PERT (Program Evaluation ...
Download / Learn more Package Citations See dependency  
ftaproxim  
Fault Tree Analysis Based on Proxel Simulation
Calculation and plotting of instantaneous unavailabilities of basic events along with the top event ...
Download / Learn more Package Citations See dependency  

22,114

R Packages

188,080

Dependencies

55,244

Author Associations

22,115

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns