pinball_loss: Pinball loss function

Description Usage Arguments Value

Description

Calculates the pinball loss score for a given quantile.

Usage

1
pinball_loss(tau, y, q)

Arguments

tau

a vector of integers giving the quantile to calculate the pinball loss score for.

y

a numeric vector of actual values.

q

a numeric vector of predicted values for quantile tau.

Value

Pinball loss score.


camroach87/validatr documentation built on May 14, 2019, 2:41 p.m.