Displaying 1 result from an estimated 1 matches for "mse_cqr_list".
2017 Jun 19
0
quantreg::rq.fit.hogg crashing at random
...Binvlist=list()
for(k in 1:K){
tau=cumsum(rep(1/(k+1),k))
Ai=matrix(rep(tau,k),nrow=k,ncol=k,byrow=TRUE)
Aj=matrix(rep(tau,k),nrow=k,ncol=k,byrow=FALSE)
Amin=pmin(Ai,Aj) # Amin=Ai; Amin[Ai>Aj]=Aj[Ai>Aj]
Ax=tau %*% t(tau)
B=Amin-Ax
Binvlist[[k]]=solve(B)
}
for(m in 1:M){
mse_wqr_list=mse_cqr_list=list()
j=0; for(distr in distributions){
j=j+1
#print(distributions[col])
mse_wqr_list[[j]]=mse_cqr_list[[j]]=matrix(NA,M,K)
set.seed(m); beta=rnorm(p)
set.seed(m+1000000000)
if(distr=="norm" ) eps=rnorm(n)
if(substr(x=distr,start=1,stop=1)=="t"){
df=as.numeric(sub...