search for: cqr

Displaying 1 result from an estimated 1 matches for "cqr".

Did you mean: chr
2017 Jun 19
0 crashing at random
...antile estimator, number of quantiles distributions=c("norm","t1","t2","t3","t5","logistic"," exponential","Weibull") method.wqr="fn" # interior point method; if "fn" then roughly matches with method.cqr="ip" # Create the covariance matrix of X Sigma=matrix(NA,p,p); for(i in 1:p) for(j in 1:p) Sigma[i,j]=0.5^(abs(i-j)) # Generate X (common across all simulations) set.seed(0); X=mvrnorm(n=n,mu=rep(0,p),Sigma=Sigma) Binvlist=list() for(k in 1:K){ tau=cumsum(rep(1/(k+1),k)) Ai=matrix...