Description Usage Arguments See Also Examples

Main alternative to estimating state-dependent quantiles based on the quantile identification function are state-dependent `expectiles`

.

1 |

`x` |
forecast |

`y` |
realization |

`stateVariable` |
state variable |

`theta` |
model parameter to be estimated |

`model` |
model function |

`...` |
... |

Other identification functions: `expectiles`

1 2 3 4 5 6 7 8 9 10 | ```
### estimate expectation of identification function for quantile forecasts
set.seed(1)
y <- rnorm(1000)
x <- qnorm(0.6)
# expectation of identification with quantile level 0.6 is zero
mean(quantiles(x,y,0,0.6,constant))
# expectation of identification function with different quantile level
# (0.5 is the median) is not zero
mean(quantiles(x,y,0,0.5, constant))
``` |

PointFore documentation built on May 2, 2019, 9:42 a.m.

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