Description Usage Arguments Details Value Author(s) References See Also
Compute Bspline coefficients for regression quantile Bspline with stepwise knots selection and quantile Bspline with fixed knots regression spline, using Ng (1996)'s algorithm.
1 2 3 4 5 
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 ... ... 
knots 
numeric vector of knots of which 
nknots 
number of 
degree 
integer specifying polynomial degree; must be 1 or 2. 
Tlambda 
(vector of) smoothing parameter(s) λ, see

constraint 
string (or empty) specifying the global constraints;
see 
ptConstr 

maxiter 
nonnegative integer: maximal number of iterations,
passed to 
trace 
integer or logical indicating the tracing level of the underlying algorithms; not implemented (due to lack of trace in quantreg ...) 
nrq,nl1,neqc 
integers specifying dimensionalities, directly
passed to 
tau 
desired quantile level (in interval (0,1)). 
select.lambda 
passed to 
ks 
number used as offset in SIC/AIC/BIC. 
do.select 
logical indicating if knots shall be selected (instead of used as specified). 
knots.add, repeat.delete.add 
logicals, see 
ic 
information criterion to use, see 
print.mesg 
an integer indicating how 
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.kn 
“tolerance” for shifting the outer knots. 
tol.0res 
tolerance passed to 
print.warn 
flag indicating if and how much warnings and
information is to be printed; currently just passed to

nk.start 
number of starting knots used in automatic knot selection. 
This is an auxiliary function for cobs(*, lambda = 0)
,
possibly interesting on its own. This documentation is currently sparse; read
the source code!
a list with components
coef 
.. 
fidel 
.. 
k 
dimensionality of model fit. 
ifl 
integer “flag”; the return code. 
icyc 
integer of length 2, see 
knots 
the vector of inner knots. 
nknots 
the number of inner knots. 
nvar 
the number of “variables”, i.e. unknowns including constraints. 
lambda 
the penalty factor, chosen or given. 
pseudo.x 
the pseudo design matrix X, as returned from

Pin Ng; this help page: Martin Maechler.
Ng, P. (1996) An Algorithm for Quantile Smoothing Splines, Computational Statistics \& Data Analysis 22, 99–118.
See also the references in cobs
.
the main function cobs
; further
drqssbc2
which is called from qbsks2()
.
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