Package: esreg
Type: Package
Title: Joint Quantile and Expected Shortfall Regression
Version: 0.4.0
Date: 2019-01-09
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 (2017) <arXiv:1704.02213>.
License: GPL-3
Encoding: UTF-8
LazyData: true
Imports: quantreg, Rcpp, stats, Formula
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 6.1.0
NeedsCompilation: yes
Packaged: 2019-01-09 20:53:43 UTC; sebastian
Author: Sebastian Bayer [aut, cre],
  Timo Dimitriadis [aut]
Maintainer: Sebastian Bayer <sebastian.bayer@uni-konstanz.de>
Repository: CRAN
Date/Publication: 2019-01-09 21:10:03 UTC
