optim_qr: optim quantile regression
In pqrfe: Penalized Quantile Regression with Fixed Effects
optim_qr R Documentation
optim quantile regression
Description
This function solves a quantile regression
Usage
optim_qr(beta, x, y, tau, N, d)
Arguments
beta
Numeric vector, initials values.
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.
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| optim_qr | R Documentation |
optim quantile regression
Description
This function solves a quantile regression
Usage
optim_qr(beta, x, y, tau, N, d)
Arguments
beta |
Numeric vector, initials values. |
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.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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