Bootstrap method exploiting preprocessing strategy to reduce computation time for large problem.
boot.rq.pxy(x, y, s, tau = 0.5, coef, method = "fn", Mm.factor = 3)Design matrix
response vector
matrix of multinomial draws for xy bootstrap
quantile of interest
point estimate of fitted object
fitting method for bootstrap
constant to determine initial sample size
Returns matrix of bootstrap estimates.
See references for further details.
Chernozhukov, V. I. Fernandez-Val and B. Melly, Fast Algorithms for the Quantile Regression Process, 2019, arXiv, 1909.05782,
Portnoy, S. and R. Koenker, The Gaussian Hare and the Laplacian Tortoise, Statistical Science, (1997) 279-300