truncatePIT: Truncate PIT to a kernel window and (optionally) rescale to...
In ajmcneil/spectralBacktest: Spectral Backtests of Forecast Distributions
View source: R/kernelCollection.R
truncatePIT R Documentation
Truncate PIT to a kernel window and (optionally) rescale to unit interval.
Description
Calculate vector P_t^* = α_1 \vee (P_t \wedge α_2).
If rescale==TRUE, then rescale to unit interval.
Usage
truncatePIT(PIT, support = c(0, 1), rescale = FALSE)
Arguments
PIT
Vector of probability integral transform values
support
lower and upper bound of kernel window
Value
PITstar is vector of truncated PIT.
ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.
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View source: R/kernelCollection.R
| truncatePIT | R Documentation |
Truncate PIT to a kernel window and (optionally) rescale to unit interval.
Description
Calculate vector P_t^* = α_1 \vee (P_t \wedge α_2). If rescale==TRUE, then rescale to unit interval.
Usage
truncatePIT(PIT, support = c(0, 1), rescale = FALSE)
Arguments
PIT |
Vector of probability integral transform values |
support |
lower and upper bound of kernel window |
Value
PITstar is vector of truncated PIT.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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