R/qreg.R

In musto101/wilcox_R: What the package does (short line)

qreg <-
function(x, y,qval=.5, q=NULL,pr=FALSE,xout=FALSE, outfun=outpro,plotit=FALSE,xlab="X",ylab="Y",op=1,v2=TRUE,...)
{
#
# Compute the quantile regression line. That is, the goal is to
# determine the qth (qval) quantile of Y given X using the
#  the Koenker-Bassett approach.
#
#  v2=T, uses the function rq in the R library quantreg
#  v2=F, uses an older and slower version
#  op=1 has to do with the old version.
#	
if(!is.null(q))qval=q
x<-as.matrix(x)
X<-cbind(x,y)
X<-elimna(X)
np<-ncol(X)
p<-np-1
x<-X[,1:p]
x<-as.matrix(x)
y<-X[,np]
if(xout){
x<-as.matrix(x)
flag<-outfun(x,plotit=FALSE,...)$keep
x<-x[flag,]
y<-y[flag]
x<-as.matrix(x)
}
if(!v2){
temp<-ltareg(x,y,0,op=op)
if(qval==.5){
coef<-temp$coef
res<-temp$res
}
if(qval!=.5){
START<-temp$coef
coef<-nelderv2(X,np,FN=qreg.sub,START=START,qval=qval)
}}
if(v2){
if(pr){
print("v2=T attempts to use a faster version by calling")
print("the function rq")
print("To avoid this message, use pr=FALSE")
print(" ")
}
library(quantreg)
x<-as.matrix(x)
temp<-rq(y~x,tau=qval)
coef<-temp[1]$coefficients
}
if(ncol(x)==1){
if(plotit){
plot(x,y,xlab=xlab,ylab=ylab)
abline(coef)
}}
res <- y - x%*%coef[2:np] - coef[1]
list(coef = coef, residuals = res)
}