qrnn (version 2.0.1)

tilted.abs: Tilted absolute value function

Description

Tilted absolute value function. Also known as the check function, hinge function, or the pinball loss function.

Usage

tilted.abs(x, tau)

Arguments

x

numeric vector.

tau

desired tau-quantile.

See Also

tilted.approx

Examples

# NOT RUN {
x <- seq(-2, 2, length=200)
plot(x, tilted.abs(x, tau=0.75))
# }