quant_reg_global_risk: quant_reg_global_risk
In alex-conanec/optisure:

Description Usage Arguments

View source: R/quant_reg_global_risk.R

quant_reg_global_risk

quant_reg_global_risk(
  X,
  Y,
  tau,
  allowed_dependence,
  initial_eta = 2.5,
  k = 0.2,
  floor = 10/NROW(X),
  max_iter = 20,
  tune = FALSE,
  path_tracking = NULL
)

`X`	data.frame of the dependent variables.
`Y`	data.frame of the response variables.
`tau`	vector of size NCOL(Y) containing the risk in ]0,1[ of each Y.
`floor`	threshold to prevent estimate hard quantile with not enought data
`max_iter`	integer to stop search if not converged. 20 by default.
`path_tracking`	path where to write the step of the running function.