diffQ function

diffQ

takes a single set of quantiles

(not qtes as in diffquantiles) and returns the difference between particular ones

diffQ(qvec, tauvec, hightau, lowtau)

Arguments

• qvec: vector of quantiles
• tauvec: vector of tau (should be same length as qvec)
• hightau: upper quantile
• lowtau: lower quantile

Returns

scalar difference between quantiles