Estimation of Different Quantile Related Models

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Documentation for package ‘QuantileModels’ version 1.0.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

CAViaR	CAViaR model estimation
dataCAViaR	Original caviar data used in Engle & Manganelli (2004).
MVMQ	Data used in White et al. (2015)
MVMQ_CAViaR	MVMQ-CAViaR model estimation proposed by White et al. (2015).
plot.CAViaR_estim	Plot CAViaR
plot.MVMQ_CAViaR	Plot MVMQ_CAViaR
print.CAViaR_estim	Print CAViaR
print.MVMQ_CAViaR	Print MVMQ_CAViaR
summary.CAViaR_estim	Summary CAViaR
summary.MVMQ_CAViaR	Summary MVMQ_CAViaR
wti_data	Data used in Huang et al. (2009).