simulate_quantile_curves: Simulate quantile curves

In WRI: Wasserstein Regression and Inference

Simulate quantile curves

Description

This function simulates quantile curves used as a toy example

Usage

simulate_quantile_curves(x1, alpha, beta, t_vec)

Arguments

x1	n-by-1 predictor vector
alpha	parameter in location transformation
beta	parameter in variance transformation
t_vec	a length m vector - common grid for all quantile functions

Value

quan_obs n-by-m matrix of quantile functions

References

Wasserstein F-tests and confidence bands for the Frechet regression of density response curves, Alexander Petersen, Xi Liu and Afshin A. Divani, 2019

Examples

alpha = 2
beta = 1
n = 100
x1 = runif(n)
t_vec = unique(c(seq(0, 0.05, 0.001), seq(0.05, 0.95, 0.05), seq(0.95, 1, 0.001)))
quan_obs = simulate_quantile_curves(x1, alpha, beta, t_vec)

WRI documentation built on July 9, 2022, 1:06 a.m.