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Last data update: 2014.03.03

R: Function to choose method for Weighted Quantile Regression

rq.wfit

R Documentation

Function to choose method for Weighted Quantile Regression

Weight the data and then call the chosen fitting algorithm.

rq.wfit(x, y, tau=0.5, weights, method="br", ...)

`x`	the design matrix
`y`	the response variable
`tau`	the quantile desired, if tau lies outside (0,1) the whole process is estimated.
`weights`	weights used in the fitting
`method`	method of computation: "br" is Barrodale and Roberts exterior point "fn" is the Frisch-Newton interior point method.
`...`	Optional arguments passed to fitting routine.