require("expectreg") set.seed(9484470) #expectile r <-rnorm(100000) e <- expectile(r,seq(0.01, 0.99, 0.1)) en <- enorm(seq(0.01, 0.99, 0.1)) stopifnot(max(abs(e-en)) < 0.1) #pemq, demq, remq, qemq, eemq y <- seq(.01,.99,.01) stopifnot(max(abs(eemq(y)-qemq(y)))<.000001) e <- eemq(y) w <- pemq(e) stopifnot(all(0