GitHub / BayerSe / esreg

The goal of esreg is to simultaneously model the quantile and the expected shortfall of a response variable given a set of covariates.

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/BayerSe%2Fesreg
PURL: pkg:github/BayerSe/esreg

Stars: 2
Forks: 2
Open issues: 0

License: None
Language: R
Size: 181 KB
Dependencies parsed at: Pending

Created at: over 8 years ago
Updated at: over 3 years ago
Pushed at: about 2 years ago
Last synced at: about 2 years ago

Topics: cran, expected-shortfall, quantile-regression, value-at-risk

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