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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. Accessed 07 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:36), 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
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Complete documentation for esreg
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