get_quantile_constraints: Returns the constraints needed to enforce the qth quantile to...

In JonasMoss/polygrams: Density Estimation with Mixtures of Disjoint Bernstein Polynomials

Description

Returns the constraints needed to enforce the qth quantile to be between the splits s_i and s_k

Usage

get_quantile_constraints(m, s, quantiles, lower_indices, upper_indices)

Arguments

m	The order of the Bernstein densities.
s	The split points.
quantiles	The quantiles desired. Should be an increasing vector in (0,1).
lower_indices	Increasing vector of lower indices for the involved split points.
upper_indices	Increasing vector of lower indices for the involved split points.

Value

A list containting a constraint matrix and two vectors of lower and upper bounds.

JonasMoss/polygrams documentation built on Nov. 8, 2019, 5:19 p.m.