Calculate distance in RMSE between quantiles of distributions
per_distance(x, n.quant, wgt, wgt1, p = 2/3, plot.sign = F)variable.
number of quantiles.
original weights.
weights under I = 1.
proportion of quantiles that need to be increase (decrease) in order to return a positive (negative) sign.
if F returns RMSE, if T returns the sign of effect.
scalar for distance. If sign = TRUE, returns +1 (-1) for increasing (decreasing) p of quantiles. Else returns 0