LinCDEQuantiles | R Documentation |
This function computes the quantiles for a LinCDE boosting model in C++.
LinCDEQuantiles(cellProb, probs, splitPointY)
cellProb |
matrix of cell probabilities, of dimension nobs x number of bins. |
probs |
levels of quantiles. |
splitPointY |
split points of responses (length number of bins + 1). |
This function return a matrix of quantiles (dimension nobs x number of quantile levels).
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