search for: goniolatry

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2003 Sep 01
0
Quantile Regression Packages
...ate fitting is based on the total variation penalty methods described in Koenker, Ng and Portnoy (Biometrika, 1994). When z2 is bivariate fitting is based on the total variation penalty (triogram) methods described in Koenker and Mizera (2003), available at http://www.econ.uiuc.edu/~roger/research/goniolatry/gon.html and forthcoming in JRSS(B). There are options to constrain the qss components to be monotone and/or convex/concave for univariate components, and to be convex/concave for bivariate components. Fitting is done by new sparse implementations of the dense interior point (Frisch-Newton) algor...