tilted.abs

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

Fit quantile regression neural network models with optional
left censoring, partial monotonicity constraints, generalized additive
model constraints, and the ability to fit multiple non-crossing quantile
functions following Cannon (2011) <doi:10.1016/j.cageo.2010.07.005>
and Cannon (2018) <doi:10.1007/s00477-018-1573-6>.

Alex Cannon

qrnn

Quantile Regression Neural Network

Alex J. Cannon

tilted.abs function

<dl> <dt>x</dt>
<dd>numeric vector.</dd> <dt>tau</dt>
<dd>desired tau-quantile.</dd></dl>

Arguments

Tilted absolute value function — tilted.abs

<dl>

 <dt>x</dt>
<dd>numeric vector.</dd>

 <dt>tau</dt>
<dd>desired tau-quantile.</dd>

</dl>

tilted.abs: Tilted absolute value function

Description

Usage

Arguments

See Also

Examples