Joint Quantile and Expected Shortfall Regression R package esreg version 0.6.2 Simultaneous modeling of the quantile and the expected shortfall of a response variable given a set of covariates, see Dimitriadis and Bayer (2019) <doi:10.1214/19-EJS1560>. Software Imports: quantreg, Rcpp, stats, Formula LinkingTo: Rcpp, RcppArmadillo Sebastian Bayer <sebastian.bayer@uni-konstanz.de> Comprehensive R Archive Network (CRAN) Sebastian Bayer [aut, cre], Timo Dimitriadis [aut] GPL-3 2023-05-13 application/tgz https://CRAN.R-project.org/package=esreg doi:10.32614/CRAN.package.esreg