optim_er: optim expectile regression

In pqrfe: Penalized Quantile Regression with Fixed Effects

optim expectile regression

Description

This function solves a expectile regression

Usage

optim_er(beta, x, y, tau, N, d)

Arguments

beta	Numeric vector, initials values beta.
x	Numeric matrix, covariates.
y	Numeric vector, output.
tau	Numeric scalar, the percentile.
N	Numeric integer, sample size.
d	Numeric integer, X number of columns.

Value

parametric vector and residuals.

pqrfe documentation built on Dec. 1, 2022, 5:09 p.m.