.rqr.fast {fastqrs} | R Documentation |
rqr.fast
Description
Algorithm 2: algorithm with preprocessing for Rotated Quantile Regression (RQR) for a grid of quantiles and the rotation obtained with a copula.
Usage
.rqr.fast(y, x, w = NULL, G, zeta, m, initq)
Arguments
y |
= Dependent variable (N x 1) |
x |
= Regressors matrix (N x K) |
w |
= Sample weights (N x 1) |
G |
= Copula conditional on participation (N x Q) |
zeta |
= Conservative estimate of standard error of residuals (N x 1) |
m |
= Parameter to select interval of observations in top and bottom groups |
initq |
= Initial quantile to estimate regularly and obtain preliminary values for remaining quantiles |
Value
b = Estimated beta coefficients (K x Q)
[Package fastqrs version 1.0.0 Index]