Function to compute ranks from the dual (regression rankscore) process.
Usage
ranks(v, score="wilcoxon", tau=0.5)
Arguments
v
object of class "rq.process" generated by rq()
score
The score function desired. Currently implemented score functions
are "wilcoxon", "normal", and "sign"
which are asymptotically optimal for
the logistic, Gaussian and Laplace location shift models re
tau
the optional value of tau if the "tau" score function is used.
Value
The function returns two components. One is the ranks, the
other is a scale factor which is the $L_2$ norm of the score
function. All score functions should be normalized to have mean zero.
Details
See GJKP(1993) for further details.
References
Gutenbrunner, C., J. Jureckova, Koenker, R. and Portnoy,
S. (1993) Tests of linear hypotheses based on regression
rank scores, Journal of Nonparametric Statistics, (2), 307--331.