qnorm_p1_formula: Linear regression formula, quantiles
In fitdistcp: Distribution Fitting with Calibrating Priors for Commonly Used Distributions
View source: R/60b_norm_p1_libs.R
qnorm_p1_formula R Documentation
Linear regression formula, quantiles
Description
Linear regression formula, quantiles
Usage
qnorm_p1_formula(alpha, ta, ta0, nx, muhat0, v3hat)
Arguments
alpha
a vector of values of alpha (one minus probability)
ta
predictor residuals
ta0
predictor residual at the point being predicted
nx
length of training data
muhat0
muhat at the point being predicted
v3hat
third parameter
Value
Vector
fitdistcp documentation built on June 8, 2025, 1:04 p.m.
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View source: R/60b_norm_p1_libs.R
| qnorm_p1_formula | R Documentation |
Linear regression formula, quantiles
Description
Linear regression formula, quantiles
Usage
qnorm_p1_formula(alpha, ta, ta0, nx, muhat0, v3hat)
Arguments
alpha |
a vector of values of alpha (one minus probability) |
ta |
predictor residuals |
ta0 |
predictor residual at the point being predicted |
nx |
length of training data |
muhat0 |
muhat at the point being predicted |
v3hat |
third parameter |
Value
Vector
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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