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."


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install.packages("cthreshER")

1.1.0 by Feipeng Zhang, 3 years ago


https://arxiv.org/abs/1611.02609


Browse source code at https://github.com/cran/cthreshER


Authors: Feipeng Zhang [aut, cre] , Qunhua Li [aut]


Documentation:   PDF Manual  


GPL (>= 2.0) license


Depends on Matrix


See at CRAN