expectiles: Identification function for state-dependent expectiles
In PointFore: Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles
Description
Usage
Arguments
See Also
Examples
Description
Identification function for state-dependent expectiles
Usage
1
expectiles(x, y, stateVariable, theta, model, ...)
Arguments
x
forecast
y
realization
stateVariable
state variable
theta
model parameter to be estimated
model
model function
...
...
See Also
Other identification functions: quantiles
Examples
1
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4
5
6
7
8
## Estimate expectile level for constant specification model with estimate.functional
res <- estimate.functional(Y=GDP$observation, X=GDP$forecast,
model=constant,
instruments="const",
iden.fct = expectiles)
summary(res)
plot(res)
PointFore documentation built on May 2, 2019, 9:42 a.m.
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Description Usage Arguments See Also Examples
Description
Identification function for state-dependent expectiles
Usage
1 | expectiles(x, y, stateVariable, theta, model, ...)
|
Arguments
x |
forecast |
y |
realization |
stateVariable |
state variable |
theta |
model parameter to be estimated |
model |
model function |
... |
... |
See Also
Other identification functions: quantiles
Examples
1 2 3 4 5 6 7 8 | ## Estimate expectile level for constant specification model with estimate.functional
res <- estimate.functional(Y=GDP$observation, X=GDP$forecast,
model=constant,
instruments="const",
iden.fct = expectiles)
summary(res)
plot(res)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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