optim_mqrlasso: optim M-quantile regression with fixed effects and LASSO

In pqrfe: Penalized Quantile Regression with Fixed Effects

optim M-quantile regression with fixed effects and LASSO

Description

This function solves a M-quantile regression with fixed effects and LASSO

Usage

optim_mqrlasso(beta, alpha, x, y, z, tau, N, d, n, c)

Arguments

beta	Numeric vector, initials values beta.
alpha	Numeric vector, initials values alpha.
x	Numeric matrix, covariates.
y	Numeric vector, output.
z	Numeric matrix, incidence matrix.
tau	Numeric scalar, the percentile.
N	Numeric integer, sample size.
d	Numeric integer, X number of columns.
n	Numeric integer, length of alpha.
c	Numeric, positive real value.

Value

parametric vector and residuals.

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