Tilted absolute value function

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Description

Tilted absolute value function. Also known as the check function, hinge function, or the pinball loss function.

Usage

1
tilted.abs(x, tau)

Arguments

x

numeric vector.

tau

desired tau-quantile.

See Also

huber, tilted.huber

Examples

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x <- seq(-10, 10, length = 100)
plot(x, tilted.abs(x, tau = 0.75))