cthreshER

cranv1.1.0

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."

License GPL (>= 2.0)0 versions1 maintainers1 deps77 weekly dl
https://CRAN.R-project.org/package=cthreshER
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First published · 2016-11-10 12:21:09

Last updated · 2016-11-10T13:16:57+00:00