quantreg (version 5.36)

rq.fit: Function to choose method for Quantile Regression

Description

Function to choose method for quantile regression

Usage

rq.fit(x, y, tau=0.5, method="br", ...)

Arguments

x

the design matrix

y

the response variable

tau

the quantile desired, if tau lies outside (0,1) the whole process is estimated.

method

method of computation: "br" is Barrodale and Roberts exterior point "fn" is the Frisch-Newton interior point method.

...

Optional arguments passed to fitting routine.

See Also

rq rq.fit.br rq.fit.fnb