Usage
qbsks2(x,y,w,pw, knots,nknots, degree,Tlambda, constraint, ptConstr, maxiter, trace, nrq,nl1, neqc, tau, select.lambda, ks, do.select, knots.add, repeat.delete.add, ic, print.mesg, give.pseudo.x = TRUE, rq.tol = 1e-8, tol.kn = 1e-6, tol.0res = 1e-6, print.warn, nk.start)
Arguments
x
numeric vector, sorted increasingly, the abscissa values
y
numeric, same length as x, the observations.
w
numeric vector of weights, same length as x, as in
cobs. pw
penalty weights vector ... ...
knots
numeric vector of knots of which nknots will be used.
nknots
number of knots to be used.
degree
integer specifying polynomial degree; must be 1 or 2.
Tlambda
(vector of) smoothing parameter(s) $\lambda$, see
drqssbc2. constraint
string (or empty) specifying the global constraints;
see cobs. ptConstr
list of pointwise constraints.maxiter
non-negative integer: maximal number of iterations,
passed to drqssbc2. trace
integer or logical indicating the tracing level of the
underlying algorithms; not implemented (due to lack of trace
in quantreg ...)
nrq,nl1,neqc
integers specifying dimensionalities, directly
passed to drqssbc2, see there. tau
desired quantile level (in interval $(0,1)$).
ks
number used as offset in SIC/AIC/BIC.
do.select
logical indicating if knots shall be selected
(instead of used as specified).
knots.add, repeat.delete.add
ic
information criterion to use, see cobs. print.mesg
an integer indicating how qbsks2() should
print message about its current stages.
give.pseudo.x
logical indicating if the pseudo design matrix
$X\~$ should be returned (as sparse matrix).
rq.tol
numeric convergence tolerance for the interior point
algorithm called from rq.fit.sfnc() or
rq.fit.sfn(). tol.kn
“tolerance” for shifting the outer knots.
print.warn
flag indicating if and how much warnings and
information is to be printed; currently just passed to
drqssbc2. nk.start
number of starting knots used in automatic knot selection.