ceshat Overview This is an R package to help the SKKU nonparametric statistics project. It is basically based on the paper Cai, Z., & Wang, X. (2008). Nonparametric estimation of conditional VaR and expected shortfall. Journal of Econometrics, 147(1), 120-130. Installation # install.packages("devtools") devtools::install_github("ygeunkim/ceshat")