0.6.0

• Estimation of model parameters in eq. (28): return starting values if the numerical optimization algorithms do not terminate successfully instead of raising an error.

0.5.0

• Account for misspecification in the covariance estimator
• Include information on published paper

0.4.0

• Allow different covariates in the quantile and the expected shortfall regression
• Restructure the package using the recommendations provided here: http://www.milbo.org/doc/modguide.pdf
• Remove unused pieces of code and simplify handling

0.3.2

Improved speed of the semi-parametric covariance estimator

0.3.1

Fixed an overloaded ‘pow(int&, int)’ bug (Solaris), improved the help files and marked several functions as internal.

0.3.0

Bump version for CRAN release

0.2.2

Clean imports in description

0.2.1

Add the residuals methods

0.2.0

Add the semi-parametric estimator of the truncated conditional variance

0.1.9

Replace the random restart optimizer with the iterated local search

0.1.8

Move GenSA to the optional packages

0.1.7

Add estimation of the truncated conditional variance using the skewed Student-t distribution.

0.1.6

Remove the one_shot estimation method: use random_restart instead.

0.1.4

Added an estimator of the asymptotic covariance of the two-step estimator

0.1.3

Added a (extremely fast but less precise) two-step estimator

0.1.2

Added new specification functions

0.1.1

Added the Z-estimator

esreg 0.1.0

Initial release