qs_dr: qs_dr

In WeigeHuangEcon/dec: Decomposition

Description

inverse the distribution function to obtain quantiles

Usage

qs_dr(object, y0, qs)

Arguments

object	results from cfs_dr
y0	a grid of threshold values
qs	quantiles to compute

Value

a series of quantiles corresponding to each (counterfactual) distribution

Examples

data(five)
na=five[,1:6]
eu=five[,7:12]
colnames=c("Mkt.RF","SMB","HML","RMW", "CMA","SMALL.LoBM")
colnames(na)=colnames
colnames(eu)=colnames
formula=SMALL.LoBM~Mkt.RF+SMB+HML+RMW+CMA
y=na$SMALL.LoBM
y0=seq(quantile(y,probs = 0.05),quantile(y,probs = 0.95),length=100)
cfs=cfs_dr(formula,y0,ref="g1",data1=na,data2=eu,link="logit")
qs=seq(0.1,0.9,length.out = 10)
qsres=qs_dr(object=cfs,y0=y0,qs=qs)

WeigeHuangEcon/dec documentation built on May 7, 2019, 2:27 p.m.