cdf_at_quantile {esreg} | R Documentation |
Cumulative Density Function at Quantile
Description
Returns the cumulative density function evaluated at quantile predictions. For a correctly specified model this should yield a value close to the quantile level.
Usage
cdf_at_quantile(y, x, q)
Arguments
y |
Vector of dependent data |
x |
Matrix of covariates including the intercept |
q |
Vector of quantile predictions |
[Package esreg version 0.6.2 Index]