Arguments
formula
a formula object, with the response on the left of a ~ operator,
and the terms, separated by + operators, on the right.
tau
the quantile to be estimated, this is generally a number between 0 and 1,
but if specified outside this range, it is presumed that the solutions
for all values of tau in (0,1) are desired. In the former case an
object of class
data
a data.frame in which to interpret the variables
named in the formula, or in the subset and the weights argument.
If this is missing, then the variables in the formula should be on the
search list. This may also be a single number to handl
weights
vector of observation weights; if supplied, the algorithm fits
to minimize the sum of the weights multiplied into the
absolute residuals. The length of weights must be the same as
the number of observations. The weights must be nonnegative
na.action
a function to filter missing data.
This is applied to the model.frame after any subset argument has been used.
The default (with na.fail) is to create an error if any missing values are
found. A possible alternative is
method
the algorithmic method used to compute the fit. There are currently
four options: The default method is the modified version of the
Barrodale and Roberts algorithm for $l_1$-regression,
used by l1fit in S, and is described in