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rqs.fit

Function to fit multiple response quantile regression models

Description

Function intended for multiple response quantile regression called from boot.rq for wild bootstrap option.

Usage

rqs.fit(x, y, tau=0.5, tol = 0.0001)

Arguments

x

the design matrix an n by p matrix.

y

the response variable as a n by m matrix

tau

the quantile desired, if tau lies outside (0,1)

tol

tolerance parameter for Barrodale and Roberts exterior point method.

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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