Description Usage Arguments Details Value Author(s) References See Also Examples
Estimate the Bspline coefficients for a regression quantile smoothing spline with optional constraints, using Ng(1996)'s algorithm.
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x 
numeric vector, sorted increasingly, the abscissa values 
y 
numeric, same length as 
w 
numeric vector of weights, same length as 
pw 
penalty weights vector passed to 
knots 
numeric vector of knots for the splines. 
degree 
integer, must be 1 or 2. 
Tlambda 
vector of smoothing parameter values λ; if it is longer than one, an “optimal” value will be selected from these. 
constraint 
see 
ptConstr 

maxiter 
maximal number of iterations; defaults to 100. 
trace 
integer or logical indicating the tracing level of the underlying algorithms; not much implemented (due to lack of trace in quantreg ...) 
nrq 
integer, = n, the number of observations. 
nl1 
integer, number of observations in the l1 norm that correspond to roughness measure (may be zero). 
neqc 
integer giving the number of equations. 
niqc 
integer giving the number of inequality
constraints; of the same length as 
nvar 
integer giving the number of equations and constraints. 
tau 
desired quantile level; defaults to 0.5 (median). 
select.lambda 
logical indicating if an optimal lambda should be
selected from the vector of 
give.pseudo.x 
logical indicating if the pseudo design matrix X\~ should be returned (as sparse matrix). 
rq.tol 
numeric convergence tolerance for the interior point
algorithm called from 
tol.0res 
tolerance used to check for zero residuals, i.e., r_i < tol * mean(r_i). 
print.warn 
logical indicating if warnings should be printed, when the algorithm seems to have behaved somewhat unexpectedly. 
rq.print.warn 
logical indicating if warnings should be printed
from inside the 
This is an auxiliary function for cobs
, possibly
interesting on its own. Depending on degree
, either
l1.design2
or loo.design2
are
called for construction of the sparse design matrix.
Subsequently, either rq.fit.sfnc
or
rq.fit.sfn
is called as the main “work horse”.
This documentation is currently sparse; read the source code!
a list with components
comp1 
Description of ‘comp1’ 
comp2 
Description of ‘comp2’ 
...
Pin Ng; this help page: Martin Maechler.
Ng, P. (1996) An Algorithm for Quantile Smoothing Splines, Computational Statistics \& Data Analysis 22, 99–118.
The main function cobs
and its auxiliary
qbsks2
which calls drqssbc2()
repeatedly.
l1.design2
and loo.design2
;
further rq.fit.sfnc
and
rq.fit.sfn
from package quantreg.
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