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remains
2009 Jul 21
1
package quantreg behaviour in weights in function rq,
...0.10338, 0.13662, 0.00157, 0.07689, 0.07304,
0.00194, 0.00142)
windows(width = 8, height = 7)
u1<-rq(y~x,tau=c(1:10/10-0.05),weights=w)
#note that by taking weights = 500*w the points
#are all moving down (i thought it should have been invariant to the
magnitude of weights) when all the weights remaint the same
plot(x,y,ylim=c(-1000,max(y)))
points(x,u1$fitted.values[,3],col="blue",cex=0.5)
#weighted - fitted values nearly match original values
windows(width = 8, height = 7)
u1<-rq(y~x,tau=c(1:10/10-0.05))
plot(x,y,ylim=c(-1000,max(y)))
points(x,u1$fitted.values[,3],col="blue&...