High level function for estimating parameters by quantile regression
qrfit(X,y,tau,beta,method,maxit,toler,rho)the design matrix
response variable
quantile level
"mm" for majorize and minimize method,"cd" for coordinate descent method, "admm" for Alternating method of mulipliers method,"ip" for interior point mehod
augmented Lagrangian parameter
initial value of estimate coefficient (default naive guess by least square estimation)
maxim iteration (default 200)
the tolerance critical for stop the algorithm (default 1e-3)
a list structure is with components
the vector of estimated coefficient
intercept