rq.wfit: Function to choose method for Weighted Quantile Regression

In quantreg: Quantile Regression

Function to choose method for Weighted Quantile Regression

Description

Weight the data and then call the chosen fitting algorithm.

Usage

rq.wfit(x, y, tau=0.5, weights, method="br", ...)

Arguments

x	the design matrix
y	the response variable
tau	the quantile desired, if tau lies outside (0,1) the whole process is estimated.
weights	weights used in the fitting
method	method of computation: "br" is Barrodale and Roberts exterior point "fn" is the Frisch-Newton interior point method.
...	Optional arguments passed to fitting routine.

See Also

rq rq.fit.br rq.fit.fnb

quantreg documentation built on Oct. 22, 2024, 5:07 p.m.