Computes the tail parameters and the second derivatives given quantiles — q_spline_R • quantspace

Computes the tail parameters and the second derivatives given quantiles

q_spline_R(quantiles, alphas, tails = "gaussian")

Arguments

quantiles: a matrix of size N by p containing the fitted quantiles
alphas: quantiles that were computed
tails: what distribution to use for the tails

Value

A list containing the tail parameters and the second derivatives