QRMonSimulate: Simulate data points.
In antononcube/QRMon-R: Quantile Regression Monad

Description Usage Arguments Details Value

Simulate data points based on regression quantiles.

1	QRMonSimulate(qrObj, n = 100, points = NULL, method = "ConditionalCDF")

`qrObj`	An QRMon object.
`n`	Number of simulated points. Ignored if `points` is not NULL.
`points`	A numerical vector of regressor points. If NULL `n` is used.
`method`	A method specification string. One of "CDF" or "ConditionalCDF".

If method = "ConditionalCDF" then at each simulation regressor point: (1) the corresponding regression quantiles values are found; (2) then an interval of two regression probabilities is randomly picked; (3) a random point is generated between interval's (conditional) quantiles. If method = "CDF" then (1) the quantiles of the values are found using the regression probabilities; (2) for each simulation point an interval of two regression probabilities is randomly picked; (3) a random point is generated between interval's quantiles. Uniform distribution is used for the random point generation. The obtained data frame with the simulated points is assigned to qrObj$Value.

A QRMon object.

antononcube/QRMon-R documentation built on July 26, 2021, 1:07 p.m.