| checkFcn {factorQR} | R Documentation |
checkFcn is the check function, or tilted absolute
value function.
x |
A vector of points at which we evaluate the function. |
p |
The quantile of interest. |
Returns a vector with the same length as x. The check loss is
defined to be -1*(x < 0)*x*(1-p) + (x>0)*p*x.
Lane F. Burgette, Department of Statistical Science, Duke University. lb131@stat.duke.edu