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
NeedsCompilation: yes
Packaged: 2023-05-13 08:05:33 UTC; sebastian
Author: Sebastian Bayer [aut, cre],
  Timo Dimitriadis [aut]
Maintainer: Sebastian Bayer <sebastian.bayer@uni-konstanz.de>
Repository: CRAN
Date/Publication: 2023-05-13 08:30:02 UTC
Built: R 4.2.0; aarch64-apple-darwin20; 2023-07-11 01:01:51 UTC; unix
Archs: esreg.so.dSYM
