den2Q_qd

convert density function to quantile and quantile density function

Implementation of the methodologies described in 1) Alexander Petersen, Xi Liu and Afshin A. Divani (2021) <doi:10.1214/20-aos1971>, including global F tests, partial F tests, intrinsic Wasserstein-infinity bands and Wasserstein density bands, and 2) Chao Zhang, Piotr Kokoszka and Alexander Petersen (2022) <doi:10.1111/jtsa.12590>, including estimation, prediction, and inference of the Wasserstein autoregressive models.

Xi Liu

Wasserstein Regression and Inference

Chao Zhang

Matthew Coleman

Alexander Petersen

den2Q_qd function

<dl><dt>densityCurves</dt>
<dd>n-by-m matrix of density curves</dd>
<dt>dSup</dt>
<dd>length m vector contains the common support grid of the density curves</dd>
<dt>t_vec</dt>
<dd>common grid for quantile functions</dd></dl>

Arguments

convert density function to quantile and quantile density function — den2Q_qd

<dl>

<dt>densityCurves</dt>
<dd>n-by-m matrix of density curves</dd>


<dt>dSup</dt>
<dd>length m vector contains the common support grid of the density curves</dd>


<dt>t_vec</dt>
<dd>common grid for quantile functions</dd>

</dl>

den2Q_qd: convert density function to quantile and quantile density function

Description

Usage

Arguments