#' Pinball loss function
#'
#' Calculates the pinball loss score for a given quantile.
#'
#' @param tau integer 1, 2, ... 99. Quantile to calculate pinball loss score
#' for.
#' @param y numeric. Observed value.
#' @param q numeric. Predicted value for quantile tau.
#'
#' @return Pinball loss score.
#' @export
#'
#' @author Cameron Roach
pinball_loss <- function(tau, y, q) {
pl_df <- data.frame(tau = tau,
y = y,
q = q)
pl_df <- pl_df %>%
mutate(L = ifelse(y>=q,
tau/100 * (y-q),
(1-tau/100) * (q-y)))
return(pl_df)
}
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