Package: esreg
Type: Package
Title: Joint Quantile and Expected Shortfall Regression
Version: 0.6.3
Date: 2026-11-08
Authors@R: c(person('Sebastian', 'Bayer', email='sebastian.bayer@famba.org', role=c('aut', 'cre')),
             person('Timo', 'Dimitriadis', email='Dimitriadis@econ.uni-frankfurt.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
Config/roxygen2/version: 8.1.1
URL: https://github.com/BayerSe/esreg
BugReports: https://github.com/BayerSe/esreg/issues
NeedsCompilation: yes
Packaged: 2026-11-08 09:41:04 UTC; sebastian
Author: Sebastian Bayer [aut, cre],
  Timo Dimitriadis [aut]
Maintainer: Sebastian Bayer <sebastian.bayer@famba.org>
Repository: CRAN
Date/Publication: 2026-11-08 23:50:02 UTC
