rq.wfit {quantreg}R Documentation

Function to choose method for Weighted Quantile Regression

Description

Weight the data and then call the chosen fitting algorithm.

Usage

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

Arguments

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.

See Also

rq rq.fit.br rq.fit.fnb


[Package quantreg version 5.34 Index]