cdf_at_quantile: Cumulative Density Function at Quantile
In esreg: Joint Quantile and Expected Shortfall Regression
View source: R/nuisance_quantities.R
cdf_at_quantile R Documentation
Cumulative Density Function at Quantile
Description
Returns the cumulative density function evaluated at quantile predictions.
For a correctly specified model this should yield a value close to the quantile level.
Usage
cdf_at_quantile(y, x, q)
Arguments
y
Vector of dependent data
x
Matrix of covariates including the intercept
q
Vector of quantile predictions
esreg documentation built on May 31, 2023, 9:25 p.m.
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View source: R/nuisance_quantities.R
| cdf_at_quantile | R Documentation |
Cumulative Density Function at Quantile
Description
Returns the cumulative density function evaluated at quantile predictions. For a correctly specified model this should yield a value close to the quantile level.
Usage
cdf_at_quantile(y, x, q)
Arguments
y |
Vector of dependent data |
x |
Matrix of covariates including the intercept |
q |
Vector of quantile predictions |
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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