Nothing
rrat.default <-
function(x, y, taus = 0.5, ...){
# x: data.frame of training data, NOT design matrix
# y: response vector
# tau: quantiles
# intercept: TRUE/FALSE
rq_model <- list()
rq_y <- matrix(0, nrow=length(y), ncol=length(taus))
rq_coefficients <- matrix(0, nrow=ncol(x)+1, ncol=length(taus))
temp_data <- cbind(Y=y, x)
for (j in 1:length(taus)){
rq_model[[j]] <- quantreg::rq(Y~., tau=taus[j], data=temp_data,...)
rq_y[,j] <- rq_model[[j]] $ fitted.values
rq_coefficients[,j] <- rq_model[[j]] $ coefficients
}
rq_y_mean <- rowMeans(rq_y)
rownames(rq_coefficients) <- names(rq_model[[j]] $ coefficients)
rrat_coefficients <- rowMeans(rq_coefficients)
bias_correction <- mean( y - rq_y_mean)
fitted_values <- rq_y_mean + bias_correction
rrat_coefficients[1] <- rrat_coefficients[1] + bias_correction
result <- list( taus = taus
, rrat_coefficients = rrat_coefficients
, rq_coefficients = rq_coefficients
, bias_correction = bias_correction
, fitted_values = fitted_values
, rq_model = rq_model
, rq_y = rq_y
)
class(result) <- 'rrat'
result
}
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