probit_spline2 {PointFore} | R Documentation |
All specification models can be used as parameter in estimate.functional
.
Specification models are used to denote the quantile or expectile level
(depending on the identifciation function).
This specification model depends through a quadratic spline on the state
variable and applies a probit link function.
probit_spline2(stateVariable, theta, ...)
stateVariable |
state variable |
theta |
parameter |
... |
... |
numeric level
Other specification models: constant
,
logistic_linear
,
probit_break
, probit_linear
,
probit_spline3
# plot example of quadratic spline specification model with state-dependent quantile/expectile level
plot(function(x) probit_spline2(x,theta=c(0,1,-1)), xlim=c(-2,2))