eval_PDF: Evaluate PDF given quantiles and residuals

In be-green/quantspace: Quantile Regression via Quantile Spacing

Evaluate PDF given quantiles and residuals

Description

Evaluate PDF given quantiles and residuals

Usage

eval_PDF(y, quantiles, alphas, distn = "p", tails = "gaussian")

Arguments

y	a vector of quantile or pdf
quantiles	a matrix of size N b p made up of the previously fitted quantiles
alphas	which quantiles were previously computed, vector of probs
distn	a string which indicates what type of distribution to return. See details.
tails	what distribution to use when computing the tails

Details

the distn argument takes on "p" to evaluate a PF, "c" to evaluate a CDF, and "q" to evaluate a quantile distribution.

be-green/quantspace documentation built on March 20, 2024, 5:30 p.m.