checkFcn is the check function, or tilted absolute
A vector of points at which we evaluate the function.
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. firstname.lastname@example.org
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