Description Usage Arguments Details Value Author(s) References See Also
Compute Bspline coefficients for regression quantile Bspline with stepwise knots selection and quantile Bspline with fixed knots regression spline, using Ng (1996)'s algorithm.
1 2 3 4 5 6  qbsks(x,y,w,pw, knots,nknots, degree,Tlambda, constraint,
n.sub = n1000cut(n), equal,smaller, greater,gradient, coef,maxiter,
trace, n.equal,n.smaller,n.greater,n.gradient,
nrq,nl1, neqc, nj0, tau,lam,tmin,kmax,lstart,
ks,mk.flag, knots.add, ic, print.mesg,
factor, tol.kn = 1e6, eps = .Machine$double.eps, print.warn)

x 
numeric vector, sorted increasingly, the abscissa values 
y 
numeric, same length as 
w 
numeric vector of weights, same length as 
pw 
penalty weights vector ... ... 
knots 
numeric vector of knots of which 
nknots 
number of 
degree 
integer specifying polynomial degree; must be 1 or 2. 
Tlambda 
(vector of) smoothing parameter(s) λ, see

constraint 
string (or empty) specifying the global constraints;
see 
n.sub 
integer, not larger than sample size 
equal,smaller,greater,gradient 
optional constraint
specifications; simply passed to 
coef,maxiter,trace 
simply passed to 
n.equal, n.smaller, n.greater, n.gradient 
simply passed to

nrq,nl1,neqc 
integers specifying dimensionalities, directly
passed to 
nj0 
passed to 
tau 
desired quantile level (in interval (0,1)). 
lam,tmin,kmax,lstart 
passed to 
ks 
(seems unused) 
mk.flag 
logical; if true, perform first step knots selection. 
knots.add 
logical, see 
ic 
information criterion to use, see 
print.mesg 
an integer indicating how 
factor 
passed to 
tol.kn 
“tolerance” for shifting the outer knots. 
eps 
tolerance passed to 
print.warn 
flag indicating if and how much warnings and
information is to be printed; currently just passed to 
This is an auxiliary function for cobs(*, lambda = 0)
,
possibly interesting on its own. This documentation is currently sparse; read
the source code!
a list with components
coef 
.. 
fidel 
.. 
k 
dimensionality of model fit. 
ifl 
integer “flag”; the return code. 
icyc 
integer of length 2, see 
knots 
the vector of inner knots. 
nknots 
the number of inner knots. 
nvar 
the number of “variables”, i.e. unknowns including constraints. 
lambda 
the penalty factor, chosen or given. 
pseudo.x 
the pseudo design matrix X, as returned from

Pin Ng; this help page: Martin Maechler.
Ng, P. (1996) An Algorithm for Quantile Smoothing Splines, Computational Statistics \& Data Analysis 22, 99–118.
the main function cobs
; further
drqssbc
which is called from qbsks()
.
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