Gives a “start” value for the optimization routines. Uses heuristics that seem to work.
dataset to be used
a three-element vector representing the quantiles to be balanced. The default values balance the first and ninth deciles and the median. These seem to work for me pretty well; YMMV
a “small” value to be used for lambda1 and lambda1 because using exactly zero is inappropriate
Returns a “start” value of the pararameters for use in one of the
Davies fitting routines
Uses three heuristic methods (one assuming lambda1=lambda2, one with lambda1=0,
and one with lambda2=0). Returns the best one of the
three, as measured by
Robin K. S. Hankin
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