tilted.abs {qrnn}

Tilted absolute value function

Description

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

Usage

tilted.abs(x, tau)

Arguments

x

numeric vector.

tau

desired tau-quantile.

See Also

tilted.approx

Examples

x <- seq(-2, 2, length=200)
plot(x, tilted.abs(x, tau=0.75), type="l")