algorithmic method, for large problems method="fn"
would be preferred.
...
other optional arguments passed to rq().
Value
The function returns an array with dimensions (p, m, 3), where p is the
dimension of the parameter vector of the model specified by formula, m
is the number of quantiles specified by tau. For each coefficient at
each tau there is a point estimate and lower and upper limits of a
confidence interval. The object returned is of class table.rq
and can be plotted, or formatted into a latex style table.
Details
This is only implemented for method="br", but modifications for
"fn" would be quite straightforward. There is also an
implementation for making a latex table in the Splus version,
but this wasn't incorporated into the Rpackage due to some
incompatibilities in the unix/system commands.