pinLoss | R Documentation |
Evaluates the pinball loss.
pinLoss(y, mu, qu, add = TRUE)
y |
points at which the loss is evaluated. |
mu |
location parameter of the pinball loss. |
qu |
quantile level of the loss. |
add |
if TRUE the losses at which quantile level will be added up. |
A numeric vector or matrix of evaluate losses.
Matteo Fasiolo <matteo.fasiolo@gmail.com>.
n <- 1000
x <- seq(0, 4, length.out = n)
plot(x, pinLoss(x, rep(2, n), qu = 0.9, add = FALSE), type = 'l', ylab = "loss")
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