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]