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.tar.gz(r-4.5-noble)esreg_0.6.2.tar.gz(r-4.4-noble)
esreg_0.6.2.tgz(r-4.4-emscripten)esreg_0.6.2.tgz(r-4.3-emscripten)
esreg.pdf |esreg.html
esreg/json (API)
NEWS

# Install 'esreg' in R:
install.packages('esreg', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

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 10 scripts 322 downloads 20 exports 10 dependencies

Last updated 2 years agofrom:bfd68133fb. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 29 2024
R-4.5-linux-x86_64OKNov 29 2024

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