calc_weighted_quantile: Calculate weighted quantile
In gbstat/tailqr: 'Fit Mixture of Quantile Regression and GPDs'
Description
Usage
Arguments
Value
Description
Estimate a weighted quantile given several estimates of the
same quantile from different QR and GPD models
Usage
1
2
calc_weighted_quantile(qs, taus, thresh.taus, end.tau, type = c("upper",
"lower"))
Arguments
qs
quantile estimates from different QR and GPD models
taus
quantiles to estimate
thresh.taus
vector of quantiles, above which the GPDs are defined
end.tau
Last quantile, above which the outer most GPD gets all
the weight and the remaining have weight zero
type
One of "upper" or "lower" depending on if upper or lower
quantiles are being estimated
Value
weighted estimate of a quantile
gbstat/tailqr documentation built on May 8, 2019, 5:42 p.m.
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Description Usage Arguments Value
Description
Estimate a weighted quantile given several estimates of the same quantile from different QR and GPD models
Usage
1 2 | calc_weighted_quantile(qs, taus, thresh.taus, end.tau, type = c("upper",
"lower"))
|
Arguments
qs |
quantile estimates from different QR and GPD models |
taus |
quantiles to estimate |
thresh.taus |
vector of quantiles, above which the GPDs are defined |
end.tau |
Last quantile, above which the outer most GPD gets all the weight and the remaining have weight zero |
type |
One of "upper" or "lower" depending on if upper or lower quantiles are being estimated |
Value
weighted estimate of a quantile
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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