Description Usage Arguments Value Author(s) References See Also
Applies the generalized taut string method to quantile regression.
1 2 | quantpmreg(y, beta = 0.5, squeezing.factor = 0.5, verbose = FALSE, localsqueezing = TRUE, DYADIC = TRUE, thr.const = 2, extrema.nr = -1, bandwidth = -1,SETTOMEAN = FALSE, method = 1, ...)
l1pmreg(y, beta=0.5, squeezing.factor = 0.5, verbose = FALSE, localsqueezing = TRUE, DYADIC = TRUE, thr.const = 2, extrema.nr = -1, bandwidth = -1,SETTOMEAN = FALSE, method = 1, ...)
|
y |
observed values (ordered by value of independent variable) |
beta |
quantile. The default is 0.5 which corresponds to the robust taut string. |
squeezing.factor |
The amount of decrement applied to the bandwidthes |
verbose |
logical, if T progress (for each iteration) is illustrated grahically |
localsqueezing |
logical, if T (default) the bandwidth is changed locally. |
DYADIC |
logical, if T (default) the multiresolution criterion is only verified on intervals with dyadic endpoints. |
thr.const |
smoothing parameter for the multiresoultion criterion (should be approximately 2) |
extrema.nr |
if set to a positive integer an approximation with the specified number of local extreme values is calculated |
bandwidth |
if set to a positive value the specified bandwidth is used instead of the multiresolution criterion. |
SETTOMEAN |
logical, if T (default) the value of the taut string approximation at local extreme values is set to the mean or median of the observations on the interval where the extremum is taken. |
method |
The method used which can be 1 (quantile regression), 2 (usual taut string), 3 (logistic regression) and 4 (Poisson regression) |
... |
Passed to the plot command if verbose=T |
A list with components
y |
The approximation of the given data |
lambda |
The final values of lambda |
nmax |
Number of local extreme values |
Arne Kovac A.Kovac@bristol.ac.uk
D\"umbgen, L. and Kovac, A. (2003) Extensions of smoothing via taut strings
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