cthreshER: Continuous Threshold Expectile Regression

Estimation and inference methods for the continuous threshold expectile regression. It can fit the continuous threshold expectile regression and test the existence of change point, for the paper, "Feipeng Zhang and Qunhua Li (2016). A continuous threshold expectile regression, submitted."

Version: 1.1.0
Depends: R (≥ 3.1.0), Matrix
Published: 2016-11-10
DOI: 10.32614/CRAN.package.cthreshER
Author: Feipeng Zhang [aut, cre], Qunhua Li [aut]
Maintainer: Feipeng Zhang <zhangfp108 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
URL: https://arxiv.org/abs/1611.02609
NeedsCompilation: no
CRAN checks: cthreshER results


Reference manual: cthreshER.pdf


Package source: cthreshER_1.1.0.tar.gz
Windows binaries: r-devel: cthreshER_1.1.0.zip, r-release: cthreshER_1.1.0.zip, r-oldrel: cthreshER_1.1.0.zip
macOS binaries: r-release (arm64): cthreshER_1.1.0.tgz, r-oldrel (arm64): cthreshER_1.1.0.tgz, r-release (x86_64): cthreshER_1.1.0.tgz, r-oldrel (x86_64): cthreshER_1.1.0.tgz


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