checkFcn: Check function

Description Arguments Value Author(s)

View source: R/checkFcn.R

Description

checkFcn is the check function, or tilted absolute value function.

Arguments

x

A vector of points at which we evaluate the function.

p

The quantile of interest.

Value

Returns a vector with the same length as x. The check loss is defined to be -1*(x < 0)*x*(1-p) + (x>0)*p*x.

Author(s)

Lane F. Burgette, Department of Statistical Science, Duke University. [email protected]


factorQR documentation built on May 30, 2017, 7:20 a.m.

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