Evaluate outputs from a QRNN model

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Description

Helper function used to evaluate quantiles from a fitted QRNN model.

Usage

1
qrnn.eval(x, W1, W2, lower, eps, Th)

Arguments

x

covariate matrix with number of rows equal to the number of samples and number of columns equal to the number of variables.

W1

input-hidden layer weight matrix.

W2

output-hidden layer weight matrix.

lower

left censoring point.

eps

epsilon value used in huber and related functions.

Th

hidden layer transfer function; use sigmoid for a nonlinear model and linear for a linear model.

Value

a column matrix of predicted quantiles.

See Also

qrnn.nlm, qrnn.predict