rqs.fit

the design matrix an n by p matrix.

the response variable as a n by m matrix

the quantile desired, if tau lies outside (0,1)

tolerance parameter for Barrodale and Roberts exterior point method.

Function intended for multiple response quantile regression
called from <code>boot.rq</code> for wild bootstrap option.

 regression

Estimation and inference methods for models of conditional quantiles:
Linear and nonlinear parametric and non-parametric (total variation penalized) models
for conditional quantiles of a univariate response and several methods for handling
censored survival data.  Portfolio selection methods based on expected shortfall
risk are also included.

Roger Koenker

rqs.fit: Function to fit multiple response quantile regression models

Description

Usage

Arguments

See Also