mqr: Moving quantile regression

Description Usage Arguments Details Value Author(s)

Description

Performs moving quantile regression

Usage

1
mqr(formula, data, start = NULL, Ofunction = "optim", ...)

Arguments

formula

a formula specifying moving quantile regression

data

data data

start

the starting values for discount function

Ofunction

the name of optimisation function to use for NLS problem

...

additional parameters

Details

Performs moving quantile regression

Value

an mqr object

Author(s)

Vaidotas Zemlys


mpiktas/mqr documentation built on May 23, 2019, 6:31 a.m.