lm.fit.recursive

0th

Percentile

Recursive Least Squares

This function fits a linear model by recursive least squares. It is a utility routine for the KhmaladzeTest function of the quantile regression package.

Keywords
methods
Usage
lm.fit.recursive(X, y, int=TRUE)
Arguments
X

Design Matrix

y

Response Variable

int

if TRUE then append intercept to X

Value

return p by n matrix of fitted parameters, where p. The ith column gives the solution up to "time" i.

References

A. Harvey, (1993) Time Series Models, MIT

Aliases
  • lm.fit.recursive
Documentation reproduced from package quantreg, version 5.54, License: GPL (>= 2)

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