Description Usage Arguments Value Examples
Main estimation function of single index quantile regression model. a two step method.
1 |
y |
response vector; |
X |
covariate matrix; |
tau |
left-tail probability (quantile index), scalar |
beta.initial |
starting value of beta, the single index coefficients |
h |
user-defined bandwidth |
maxiter |
max iteration number |
tol |
toleration for convergence |
a siqr object, which includes: beta - the fitted single index coefficients with unit norm and first component being non negative flag.conv - whether the iterations converge
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