Description Arguments Value Author(s)

`checkFcn`

is the check function, or tilted absolute
value function.

`x` |
A vector of points at which we evaluate the function. |

`p` |
The quantile of interest. |

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.

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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