Control parameters for dqc estimation

A list of parameters for controlling the fitting process.

Usage

dqcControl(tau.range = c(0.001, 0.999), nt = 10, ndir = 50, seed = NULL)

Arguments

tau.range: vector with range of quantile probabilities. See details.
nt: length of grid of quantiles within tau.range.
ndir: number of directions.
seed: seed for set.seed.

Details

A directional quantile classifier (Viroli et al, 2020) is computed over a grid of quantile probabilities. The vector tau.range must be of length 2, providing a minimum and a maximum for the grid, or of length 1, in which case the grid will have only one probability equal to tau.range. In the latter case nt is ignored and set equal to 1.

Value

a list of control parameters.

References

Viroli C, Farcomeni A, Geraci M (2020). Directional quantile-based classifiers (in preparation).

Author

Marco Geraci