rho: Function for calculating Pseudo-R^2 values Evaluates the...

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

Function for calculating Pseudo-R^2 values Evaluates the check objective function (possibly weighted) for QREG

Description

Function for calculating Pseudo-R^2 values Evaluates the check objective function (possibly weighted) for QREG

Usage

rho(u, tau = 0.5, weights = NULL)

Arguments

u	vector of residuals
tau	probability index parameter (quantile of interest)
weights	optional vector of weights

Value

Sum of absolute residuals

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