Package: esreg 0.6.2

Sebastian Bayer

esreg: Joint Quantile and Expected Shortfall Regression

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>.

Authors:Sebastian Bayer [aut, cre], Timo Dimitriadis [aut]

esreg_0.6.2.tar.gz
esreg_0.6.2.zip(r-4.7-x86_64)esreg_0.6.2.zip(r-4.7-arm64)esreg_0.6.2.zip(r-4.6-x86_64)esreg_0.6.2.zip(r-4.6-arm64)
esreg_0.6.2.tar.gz(r-4.7-arm64)esreg_0.6.2.tar.gz(r-4.7-x86_64)esreg_0.6.2.tar.gz(r-4.6-arm64)esreg_0.6.2.tar.gz(r-4.6-x86_64)
esreg_0.6.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
esreg/json (API)

# Install 'esreg' in R:
install.packages('esreg', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascpp

2.65 score 3 stars 1 packages 421 downloads 20 exports 10 dependencies

Last updated from:bfd68133fb. Checks:9 OK, 1 FAIL. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK93
linux-devel-x86_64OK102
source / vignettesOK184
linux-release-arm64OK92
linux-release-x86_64OK238
windows-devel-arm64OK212
windows-devel-x86_64OK145
windows-release-arm64OK237
windows-release-x86_64OK95
wasm-releaseFAIL2777

Exports:cdf_at_quantileconditional_mean_sigmaconditional_truncated_variancedensity_quantile_functionesr_lossesr_rho_lpesregestfun.esregG_vecG1_funG1_prime_funG1_prime_prime_funG2_curly_funG2_funG2_prime_funG2_prime_primelambda_matrixsigma_matrixvcovAvcovB

Dependencies:FormulalatticeMASSMatrixMatrixModelsquantregRcppRcppArmadilloSparseMsurvival