scorer: Define a Scoring Rule
In vincenzocoia/cmc: Copula-Marginal Composition Method

Indicate which scoring rule you'd like to use. Note that the scoring rule is defined by the quantile levels, the transformation function, and the across-quantile weight function.

1	scorer(tau, g = identity, wtau = 1)

`tau`	Vector of quantile levels (in (0,1)) to score one.
`g`	Vectorized transformation function of the response.
`wtau`	Vector of weights to apply corresponding to each `tau`.

A list of the following entries:

$tau The inputted tau vector.
$g The inputted g function.
$wtau Vector of length matching tau of weights.

This function isn't especially glamorous; it's just intended as a simple way to "bundle" information together so that you don't have to work with as many "moving parts" in an analysis. It does, however, provide a convenient framework for dealing with different ways of specifying weights on tau.

vincenzocoia/cmc documentation built on Nov. 18, 2019, 12:04 a.m.