findroot: One-to-one mapping relating expectiles and quantiles

In locpolExpectile: Local Polynomial Expectile Regression

Description

Ont-to-one mapping (see Proposition 1 in Adam and Gijbels (2021a))

Usage

findroot(X, Y, omega, alpha, p = 1)

Arguments

X	The covariate data values.
Y	The response data values.
omega	Numeric vector of level between 0 and 1 where 0.5 corresponds to the mean.
alpha	Alpha value corresponding to the omega value given by the one-to-one mapping
p	The order of the local polynomial estimator. In default setting, p=1.

Value

findroot returns the one-to-one mapping

References

Adam, C. and Gijbels, I. (2021a). Local polynomial expectile regression. Annals of the Institute of Statistical Mathematics doi:10.1007/s10463-021-00799-y.

locpolExpectile documentation built on Aug. 3, 2021, 5:07 p.m.