Evaluate PDF given quantiles and residuals

eval_PDF(y, quantiles, alphas, distn = "p", tails = "gaussian")

Arguments

y

a vector of quantile or pdf

quantiles

a matrix of size N b p made up of the previously fitted quantiles

alphas

which quantiles were previously computed, vector of probs

distn

a string which indicates what type of distribution to return. See details.

tails

what distribution to use when computing the tails

Details

the distn argument takes on "p" to evaluate a PF, "c" to evaluate a CDF, and "q" to evaluate a quantile distribution.