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cthreshER (version 1.1.0)

Continuous Threshold Expectile Regression

Description

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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Version

Install

install.packages('cthreshER')

Monthly Downloads

162

Version

1.1.0

License

GPL (>= 2.0)

Maintainer

Feipeng Zhang

Last Published

November 10th, 2016

Functions in cthreshER (1.1.0)

data_bbsalaries

Baseball pitcher salary data
cterSimData

Simulated data from the continuous threshold expectile regression
cterFit

Fit the continuous threshold expectile regression
cterTest

test the existence of change point in the continuous threshold expectile regression