This function cacluate the generalized cook distance and q function distance of quantile regression model with asymmetric laplace distribution.
qrod_mle(y, x, tau, error, iter, method = c("cook.distance", "qfunction"))
Dependent variable in quantile regression
Indepdent variables in quantile regression. Note that: x is the independent variable matrix which including the intercept. That means, if the dimension of independent variables is p and the sample size is n, x is a n times p+1 matrix with the first column being one.
quantile
The EM algorithm accuracy of error used in MLE estimation
the iteration frequancy for EM algorithm used in MLE estimation
the diagnostic method for outlier detection
Generalized Cook's distance or Q-function distance for multiple quantiles
please refer to the reference paper