README.md

In cobs: Constrained B-Splines (Sparse Matrix Based)

Calling tree :

cobs()
    |
    |-> shat()
    |   |
    |   \-> dn
    |
    |--> getdim2()
    |
    |-> qbsks()
    |   |
    |   |
    |   v
    \-> drqssbc2()
        |   /^
        |  /  (possibly calls itself once)
        |--
        |
        |-> l1.design2()
        |
        |-> loo.design2()
        |
        |-> rq.fit.sfn()   {quantreg}
        |
        \-> rq.fit.sfnc()  {quantreg}

qbsks(x,y,w,pw, knots,nknots, degree,Tlambda,constraint, equal,smaller,greater,gradient, coef,maxiter, pswitch, n.equal,n.smaller,n.greater,n.gradient, nrq,nl1, neqc, nj0, tau,lam,tmin,kmax,lstart, ks,mk.flag, knots.add, ic, print.mesg, factor,print.warn)

drqssbc(x,y,w,pw, knots, degree,Tlambda,constraint, equal,smaller,greater,gradient, coef,maxiter, pswitch, n.equal,n.smaller,n.greater,n.gradient, nrq,nl1, neqc,niqc, nvar,nj0, tau,lam,tmin,kmax,lstart, factor,print.warn)

The following relates to the older COBS version, nowadays in package cobs99

COBS -- Constrained B-splines (Version 1.0)

COBS is a constrained B-splines algorithm that computes constrained quantile curves using linear or quadratic splines. The median spline may be used as an attractive alternative to constrained smoothing.

A postscript version of the paper that describes the detail of COBS can be downloaded from http://www.cba.nau.edu/pin-ng/cobs.html

This is a beta version (no longer the case)

We do appreciate comments and suggestions. Please send bugs or problems to Martin Maechler [e-mail] and also [e-mail] or [e-mail]

Martin Maechler [e-mail] http://stat.ethz.ch/~maechler/ Seminar fuer Statistik, ETH-Zentrum LEO C16 Leonhardstr. 27 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND

Pin T. Ng College of Business Administration PO Box 15066 Flagstaff, AZ 86011-5066 vox: [phone] fax: [phone] e-mail: [e-mail] url: http://www.cba.nau.edu/pin-ng

old affiliations :

Pin T. Ng           Xuming He
Department of Economics     Department of Statistics
University of Illinois      University of Illinois
Champaign, IL 61820     Champaign, IL 61820

Dec 20, 2001: Prof. Pin T. Ng explicitly allowed Martin Maechler to port and distribute this for R.

--> First public release to CRAN, 18 April 2002, version 0.9-3

See also the following files

name content -------- ------------------------------------------------ ./TODO Martin's "to do" list (he has also ./00-FIXME) ./ChangeLog Martin's ``log book'' on changes done. ./R_README calling tree of R functions, .. ./inst/scripts/README about Ng&He (1994)'s 3 examples ./tests/README explaining a bit about current "instability" problem

Martin Maechler [e-mail] http://stat.ethz.ch/~maechler/ Seminar fuer Statistik, ETH-Zentrum ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND

cobs documentation built on April 4, 2025, 1:45 a.m.