This function fits a linear model by recursive least squares. It is
a utility routine for the rq.test.khmal function of the quantile regression
package.
Usage
lm.fit.recursive(X, y, int=T)
Arguments
X
Design Matrix
y
Response Variable
int
if T then append intercept to X
Value
return p by n matrix of fitted parameters, where p. The
ith column gives the solution up to "time" i.