| lm.fit.recursive {quantreg} | R Documentation |
This function fits a linear model by recursive least squares. It is
a utility routine for the khmaladzize function of the quantile regression
package.
lm.fit.recursive(X, y, int=TRUE)
X |
Design Matrix |
y |
Response Variable |
int |
if TRUE then append intercept to X |
return p by n matrix of fitted parameters, where p. The ith column gives the solution up to "time" i.
R. Koenker
A. Harvey, (1993) Time Series Models, MIT
khmaladzize