quantreg_spacing.Rd
Computes coefficients for the quantile regression spacing method.
quantreg_spacing( y, X, var_names, alpha, jstar, algorithm = "rq.fit.sfn", weights = NULL, control = list(small = 1e-06, trunc = TRUE, start_list = NA, output_quantiles = FALSE, calc_avg_me = FALSE), ... )
y | Column of response variable. |
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X | Regression specification matrix. |
var_names | RHS regression variable names. |
alpha | Quantiles to be estimated. |
jstar | First quantile to be estimated (usually the center one) |
algorithm | The name of a function which will estimate a quantile regression.
Defaults to rq.fit.sfn_start_val. Must be a string, as it is passed to |
weights | vector of optional weights |
control | control parameters to pass to the control arguments of
|
... | other parameters passed to the algorithm |
small | Minimum size of residuals for computational accuracy. |
trunc | Boolean value; if true, replace those dependent values less than small with small itself; else, only use rows with residuals greater than small |
start_list | Starting values for regression optimization. |
Returns a list of coefficients. num_betas is an x by p matrix of estimated parameters for each supplied quantiles. pseudo_r is a 1 by p matrix of psuedo R^2 values for each quantile estimate. warnings is a 1 by p matrix of warnings produced by each quantile regression call. iter: is a 1 by p matrix of iterations ran by each quantile regression call.