R: Pinball loss function

pinLoss {qgam} | R Documentation

## Pinball loss function

### Description

Evaluates the pinball loss.

### Usage

    pinLoss(y, mu, qu, add = TRUE)

### Arguments

`y` | points at which the loss is evaluated.
`mu` | location parameter of the pinball loss.
`qu` | quantile level of the loss.
`add` | if TRUE the losses at which quantile level will be added up.

### Value

A numeric vector or matrix of evaluate losses.

### Author(s)

Matteo Fasiolo <matteo.fasiolo@gmail.com>.

### Examples

    n <- 1000
    x <- seq(0, 4, length.out = n)
    plot(x, pinLoss(x, rep(2, n), qu = 0.9, add = FALSE), type = 'l', ylab = "loss")

[Package qgam version 1.3.2 Index]