mq: Moving quantile for a given band
In mpiktas/mqr: Moving Quantile Regression
Description
Usage
Arguments
Details
Value
Author(s)
Description
Calculates a moving quantile for a given band
Usage
1
Arguments
x
a vector
alpha
a quantile
k
band structure
d
the discount factor
...
additional parameters
Details
Given data take a moving band and calculate a quantile based on that band.
Value
a matrix
Author(s)
Vaidotas Zemlys
mpiktas/mqr documentation built on May 23, 2019, 6:31 a.m.
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Description Usage Arguments Details Value Author(s)
Description
Calculates a moving quantile for a given band
Usage
1 |
Arguments
x |
a vector |
alpha |
a quantile |
k |
band structure |
d |
the discount factor |
... |
additional parameters |
Details
Given data take a moving band and calculate a quantile based on that band.
Value
a matrix
Author(s)
Vaidotas Zemlys
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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