Currently this package should be used via cloning from GitHub. Users add the package via:

Pkg.clone("https://github.com/reesepathak/EmpiricalRiskMinimization.jl.git")

In particular, do not use Pkg.add() or any of the standard installation functions. You should also invoke Pkg.update() frequently to ensure you receive our most recent updates.

We are working on providing more complete documentation. In the meantime, refer to the following draft of our documentation. We encourage you to open an issue on GitHub if you encounter issues or if some functionality in the package is unstable or has unclear usage.