Hello everyone, I am trying to translate this R function to compute the pseudo-R-squared in MATLAB. I did
rho <- function(u,tau=.5)u*(tau - (u < 0))
V <- sum(rho(f$resid, f$tau))
I did the following, but I get the error: "Array indices must be positive integers or logical values."
function rho = TickFunction(u,tau)
%Tick function to evaluate a quantile regression model performance
%u is the residuals of the fitted model
%tau is the quantile of interest
rho = u(tau - (u<0));
end
Anyone could help?
Thanks!

댓글 수: 2

Seems the function is
u.*(tau-(u<0))
Sara Boni
Sara Boni 2022년 6월 9일
Ok, great, thank you!

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2022년 6월 9일

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