tilted.abs | R Documentation |
Tilted absolute value function. Also known as the check function, hinge function, or the pinball loss function.
tilted.abs(x, tau)
x |
numeric vector. |
tau |
desired tau-quantile. |
tilted.approx
x <- seq(-2, 2, length=200)
plot(x, tilted.abs(x, tau=0.75), type="l")
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