betfun: betfun

Description Usage Arguments Value

View source: R/qr-helpers.R

Description

Turns matrices of QR parameter values into functions. The returned function will be a map from (0,1) to a vector of dimension K where K is the number of elements in X (also it is the number of columns in the passed in matrix of QR parameter values). It works by linear interpolation of parameter values (for interior values of tau) and based on some assumptions to handle values in the tails.

Usage

1
betfun(betmat, tau)

Arguments

betmat

An L x K matrix of parameter values where L is the number of tau and K is the dimension of X

tau

The particular quantiles that the parameters were estimated at. It should be an L-dimensional vector.

Value

A function that can be called on any element from 0 to 1 and returns a vector of parameter values


bcallaway11/qrme documentation built on June 30, 2021, 12:52 p.m.