# lm.fit.recursive

From quantreg v5.54
by Roger Koenker

##### 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

*Documentation reproduced from package quantreg, version 5.54, License: GPL (>= 2)*

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