Last data update: 2014.03.03
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R: Function to choose method for Quantile Regression
Function to choose method for Quantile Regression
Description
Function to choose method for quantile regression
Usage
rq.fit(x, y, tau=0.5, method="br", ...)
Arguments
x |
the design matrix
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y |
the response variable
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tau |
the quantile desired, if tau lies outside (0,1) the whole process
is estimated.
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method |
method of computation: "br" is Barrodale and Roberts exterior point
"fn" is the Frisch-Newton interior point method.
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... |
Optional arguments passed to fitting routine.
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See Also
rq rq.fit.br rq.fit.fnb
Results
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