# Create matrix for one variable and 3 quantiles
set.seed(123)
N <- 1000
x <- as.matrix(rnorm(N))
quants <- list(quantile(x, c(0.25,0.5,0.75)))
A <- joint_calib_create_matrix(x, N, quants)
head(A)
colSums(A)
# Create matrix with linear interpolation
A <- joint_calib_create_matrix(x, N, quants, control_calib(interpolation="linear"))
head(A)
colSums(A)
# Create matrix for two variables and different number of quantiles
set.seed(123)
x1 <- rnorm(N)
x2 <- rchisq(N, 1)
x <- cbind(x1, x2)
quants <- list(quantile(x1, 0.5), quantile(x2, c(0.1, 0.75, 0.9)))
B <- joint_calib_create_matrix(x, N, quants)
head(B)
colSums(B)
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