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residuals.nlrq

Return residuals of an nlrq object


Description

Set algorithmic parameters for nlrq (nonlinear quantile regression function)

Usage

## S3 method for class 'nlrq'
residuals(object, type = c("response", "rho"), ...)

Arguments

object

an ‘nlrq’ object as returned by function ‘nlrq’

type

the type of residuals to return: "response" is the distance between observed and predicted values; "rho" is the weighted distance used to calculate the objective function in the minimisation algorithm as tau * pmax(resid, 0) + (1 - tau) * pmin(resid, 0), where resid are the simple residuals as above (with type="response").

...

further arguments passed to or from other methods.

See Also


quantreg

Quantile Regression

v5.85
GPL (>= 2)
Authors
Roger Koenker [cre, aut], Stephen Portnoy [ctb] (Contributions to Censored QR code), Pin Tian Ng [ctb] (Contributions to Sparse QR code), Blaise Melly [ctb] (Contributions to preprocessing code), Achim Zeileis [ctb] (Contributions to dynrq code essentially identical to his dynlm code), Philip Grosjean [ctb] (Contributions to nlrq code), Cleve Moler [ctb] (author of several linpack routines), Yousef Saad [ctb] (author of sparskit2), Victor Chernozhukov [ctb] (contributions to extreme value inference code), Ivan Fernandez-Val [ctb] (contributions to extreme value inference code), Brian D Ripley [trl, ctb] (Initial (2001) R port from S (to my everlasting shame -- how could I have been so slow to adopt R!) and for numerous other suggestions and useful advice)
Initial release

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