l1pmreg: Piecewise monotone nonparameric quantile regression

Description Usage Arguments Value Author(s) References See Also

Description

Applies the generalized taut string method to quantile regression.

Usage

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, ...)

Arguments

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

Value

A list with components

y

The approximation of the given data

lambda

The final values of lambda

nmax

Number of local extreme values

Author(s)

Arne Kovac A.Kovac@bristol.ac.uk

References

D\"umbgen, L. and Kovac, A. (2003) Extensions of smoothing via taut strings

See Also

pmreg,frun


ftnonpar documentation built on May 2, 2019, 3:04 a.m.

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