logistic_linear: linear logistic specification model

In Schmidtpk/PointFore: Interpretation of Point Forecasts as State-Dependent Quantiles and Expectiles

Description

All specification models can be used as parameter in estimate.functional. Specification models are used to denote the quantile or expectile level (depending on the identification function). The linear logistic specification model depends linear on the state variable with a logistic link function.

Usage

logistic_linear(stateVariable, theta, ...)

Arguments

stateVariable	state variable
theta	parameter
...	...

Value

numeric level

See Also

Other specification models: constant(), probit_break(), probit_linear(), probit_spline2(), probit_spline3()

Examples

# plot linear logistic specification model with constant quantile/expectile level
plot(function(x) logistic_linear(x,theta=c(0,0)), xlim=c(-1,1))


# plot linear logistic specification model with state-dependent quantile/expectile level
plot(function(x) logistic_linear(x,theta=c(0,5)), xlim=c(-1,1))

Schmidtpk/PointFore documentation built on Dec. 10, 2020, 12:14 a.m.