PointFore (version 0.2.0)

probit_spline2: quadratic spline specification model with probit link

Description

All specification models can be used as parameter in estimate.functional. Specification models are used to denote the quantile or expectile level (depending on the identifciation function). This specification model depends through a quadratic spline on the state variable and applies a probit link function.

Usage

probit_spline2(stateVariable, theta, ...)

Arguments

stateVariable

state variable

theta

parameter

...

...

Value

numeric level

See Also

Other specification models: constant, logistic_linear, probit_break, probit_linear, probit_spline3

Examples

# NOT RUN {
# plot example of quadratic spline specification model with state-dependent quantile/expectile level
plot(function(x) probit_spline2(x,theta=c(0,1,-1)), xlim=c(-2,2))
# }