simulate_quantile_curves

This function simulates quantile curves used as a toy example

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

simulate_quantile_curves function

<dl><dt>x1</dt>
<dd>n-by-1 predictor vector</dd>
<dt>alpha</dt>
<dd>parameter in location transformation</dd>
<dt>beta</dt>
<dd>parameter in variance transformation</dd>
<dt>t_vec</dt>
<dd>a length m vector - common grid for all quantile functions</dd></dl>

Arguments

Simulate quantile curves — simulate_quantile_curves

<dl>

<dt>x1</dt>
<dd>n-by-1 predictor vector</dd>


<dt>alpha</dt>
<dd>parameter in location transformation</dd>


<dt>beta</dt>
<dd>parameter in variance transformation</dd>


<dt>t_vec</dt>
<dd>a length m vector - common grid for all quantile functions</dd>

</dl>

simulate_quantile_curves: Simulate quantile curves

Description

Usage

Value

Arguments

References

Examples