asymloss: Asymmetric absolute deviation function
In vincenzocoia/cmc: Copula-Marginal Composition Method
View source: R/from_cnqr-asymloss.R
Description
The loss function that defines the tau^th-quantile;
asymloss(tau, u) = (tau - I(u<0))*u. Vectorised over u.
Function rho() is deprecated; use asymloss() instead
(they're identical).
Usage
1
asymloss(tau, u)
Arguments
tau
Number in [0,1] representing the probability/order
of the quantile.
u
Value to evaluate the loss function at. Vectorised.
vincenzocoia/cmc documentation built on Nov. 18, 2019, 12:04 a.m.
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View source: R/from_cnqr-asymloss.R
Description
The loss function that defines the tau^th-quantile;
asymloss(tau, u) = (tau - I(u<0))*u. Vectorised over u.
Function rho() is deprecated; use asymloss() instead
(they're identical).
Usage
1 | asymloss(tau, u)
|
Arguments
tau |
Number in [0,1] representing the probability/order of the quantile. |
u |
Value to evaluate the loss function at. Vectorised. |
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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