nu_probitnormal: Probitnormal score kernel function

In ajmcneil/spectralBacktest: Spectral Backtests of Forecast Distributions

Probitnormal score kernel function

Description

Returns a function nu(P), where ν is the centered PNS j-kernel (j=1,2) on the desired support. Set param to kernel j.

Usage

nu_probitnormal(support = c(0, 1), param = 0, standardize = TRUE)

Arguments

support	lower and upper bound of kernel window
param	optional parameters to kernel
standardize	(boolean) if TRUE, then standardize W to mean 0, variance 1 under the null

ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.