scoref                package:rqmcmb2                R Documentation

_S_c_o_r_e _F_u_n_c_t_i_o_n _f_o_r _Q_u_a_n_t_i_l_e _R_e_g_r_e_s_s_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     The score function returns tau if the residual r is positive,
     tau-1 if  the residual r is negative, and 0 if the residual r is
     equal to 0

_U_s_a_g_e:

       scoref(r, tau)

_A_r_g_u_m_e_n_t_s:

       r: The residual

     tau: The desire quantile

_R_e_f_e_r_e_n_c_e_s:

     Koenker, R. W. and Bassett, G. W. (1978) Regression quantiles. 
     Econometrica, 46, 33-50.

