Usage
quantpmreg(y, beta = 0.5, squeezing.factor = 0.5, verbose = FALSE, localsqueezing = TRUE, DYADIC = TRUE, thr.const = 2, extrema.nr = -1, bandwidth = -1,SETTOMEAN = FALSE, method = 1, ...)
l1pmreg(y, beta=0.5, squeezing.factor = 0.5, verbose = FALSE, localsqueezing = TRUE, DYADIC = TRUE, thr.const = 2, extrema.nr = -1, bandwidth = -1,SETTOMEAN = FALSE, method = 1, ...)
Arguments
y
observed values (ordered by value of independent variable)
beta
quantile. The default is 0.5 which corresponds to
the robust taut string.
squeezing.factor
The amount of decrement applied to the bandwidthes
verbose
logical, if T progress (for each iteration) is illustrated grahically
localsqueezing
logical, if T (default) the bandwidth is changed
locally.
DYADIC
logical, if T (default) the multiresolution criterion
is only verified on intervals with dyadic endpoints.
thr.const
smoothing parameter for the multiresoultion criterion
(should be approximately 2)
extrema.nr
if set to a positive integer an approximation with
the specified number of local extreme values is calculated
bandwidth
if set to a positive value the specified bandwidth is
used instead of the multiresolution criterion.
SETTOMEAN
logical, if T (default) the value of the taut string
approximation at local extreme values is set to the mean or median of the observations
on the interval where the extremum is taken.
method
The method used which can be 1 (quantile regression),
2 (usual taut string), 3 (logistic regression) and 4 (Poisson regression)
...
Passed to the plot command if verbose=T