search for: mse_wqr_list

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2017 Jun 19
0
quantreg::rq.fit.hogg crashing at random
...a=Sigma) 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=a...