For quantile regression, we know that indicator functions are often involved in parameter estimation.Now When I’m dealing with a model,the question is following:

we have equation:I\left(Y-X_{i}^{T} \beta<0\right)

The indication function is not smooth in the process，so I’m going to smooth out the indicative function,Which is the following:

\Phi_{h}\left(Y-X_{i}^{T} \beta\right)

what I should do in stan ?