quantreg (version 5.54)

# lm.fit.recursive: Recursive Least Squares

## Description

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

## 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