search for: rqbr

...ntreg) f = summary(rq(foodexp ~ income, data = engel, tau = 1:4/5)) plot(f) fails because summary() produces bogus estimates of the coefficient bounds. This example has been around in my R package from the earliest days of R, and before that in various incarnations of S. The culprit is apparently rqbr.f which is even more ancient, but must have something that gfortran 9 doesn?t approve of. I note that in R-devel there have been some other issues with gfortran 9, but these seem unrelated to my problem. Not having access to a machine with an R/gfortran9 configuration, I can?t apply my rudimenta...

...ecomp -I/Library/Frameworks/R.framework/Resources/include -I/usr/local/include -L/opt/sw -fno-common -g -O2 -c mcmb.c -o mcmb.o g77 -fno-common -g -O2 -c penalty.f -o penalty.o g77 -fno-common -g -O2 -c rls.f -o rls.o g77 -fno-common -g -O2 -c rq1.f -o rq1.o g77 -fno-common -g -O2 -c rqbr.f -o rqbr.o g77 -fno-common -g -O2 -c rqfn.f -o rqfn.o g77 -fno-common -g -O2 -c rqfnb.f -o rqfnb.o g77 -fno-common -g -O2 -c rqfnc.f -o rqfnc.o g77 -fno-common -g -O2 -c sparskit2.f -o sparskit2.o g77 -fno-common -g -O2 -c srqfn.f -o srqfn.o g77 -fno-common -g -O2 -c srqfnc.f -o...

Roger, I have run gfortran -c -fsyntax-only -fimplicit-none -Wall -pedantic rqbr.f in the src folder of quantreg. There are many warnings about defined but not used labels. Also two errors such as "Symbol ?in? at (1) has no IMPLICIT type". And warnings such as: Warning: "Possible change of value in conversion from REAL(8) to INTEGER(4) at ..." No offense...

...ve installation instructions for this? When I run install.packages('quantreg') I get: gcc -std=gnu99 -shared -o quantreg.so akj.o boot.o brute.o chlfct.o cholesky.o combos.o crq.o crqfnb.o dsel05.o etime.o extract.o idmin.o iswap.o kuantile.o mcmb.o penalty.o powell.o rls.o rq0.o rq1.o rqbr.o rqfn.o rqfnb.o rqfnc.o sparskit2.o srqfn.o srqfnc.o srtpai.o -llapack -lblas -lgfortran -lm -lgfortran -lm -L/usr/lib/R/lib -lR /usr/bin/ld: cannot find -llapack > sessionInfo() R version 2.9.0 (2009-04-17) i486-pc-linux-gnu locale: LC_CTYPE=en_US.UTF-8;LC_NUMERIC=C;LC_TIME=en_US.UTF-8;L...

I am working on a two stage threshold quantile regression model in R, and my aim is to estimate the threshold of the reduced-form equation (call it rhohat), and the threshold of the structural equation (call it qhat), in two stages. On the first stage, i estimate rhohat by quantile regression and obtain the fitted values. I use these fitted values to estimate qhat on the second stage. The code is

...3.2.2_mkl/lib64 -c mcmb.c -o mcmb.o gfortran -fpic -g -O2 -c penalty.f -o penalty.o gfortran -fpic -g -O2 -c powell.f -o powell.o gfortran -fpic -g -O2 -c rls.f -o rls.o gfortran -fpic -g -O2 -c rq0.f -o rq0.o gfortran -fpic -g -O2 -c rq1.f -o rq1.o gfortran -fpic -g -O2 -c rqbr.f -o rqbr.o gfortran -fpic -g -O2 -c rqfn.f -o rqfn.o gfortran -fpic -g -O2 -c rqfnb.f -o rqfnb.o gfortran -fpic -g -O2 -c rqfnc.f -o rqfnc.o gfortran -fpic -g -O2 -c rqs.f -o rqs.o gfortran -fpic -g -O2 -c sparskit2.f -o sparskit2.o gcc -std=gnu99 -I/tools/cluster/6.2/R/3.2.2_m...

...ying to run quantile regression on my data. I just couldn't make it work. The same dataset ran okay on STATA 10, tho. Would you please take a look at it? Here is the error message: *** caught segfault *** address 0x3ff00008, cause 'memory not mapped' Traceback: 1: .Fortran("rqbr", as.integer(n), as.integer(p), as.integer(n + 5), as.integer(p + 3), as.integer(p + 4), as.double(x), as.double(y), as.double(tau), as.double(tol), flag = as.integer(1), coef = double(p), resid = double(n), integer(n), double((n + 5) * (p + 4)), double(n), as.integer(nsol), as...

...3.2.2_mkl/lib64 -c mcmb.c -o mcmb.o gfortran -fpic -g -O2 -c penalty.f -o penalty.o gfortran -fpic -g -O2 -c powell.f -o powell.o gfortran -fpic -g -O2 -c rls.f -o rls.o gfortran -fpic -g -O2 -c rq0.f -o rq0.o gfortran -fpic -g -O2 -c rq1.f -o rq1.o gfortran -fpic -g -O2 -c rqbr.f -o rqbr.o gfortran -fpic -g -O2 -c rqfn.f -o rqfn.o gfortran -fpic -g -O2 -c rqfnb.f -o rqfnb.o gfortran -fpic -g -O2 -c rqfnc.f -o rqfnc.o gfortran -fpic -g -O2 -c rqs.f -o rqs.o gfortran -fpic -g -O2 -c sparskit2.f -o sparskit2.o gcc -std=gnu99 -I/tools/cluster/6.2/R/3.2.2_m...

...summary(rq(foodexp ~ income, data = engel, tau = 1:4/5)) | plot(f) | | fails because summary() produces bogus estimates of the coefficient bounds. | This example has been around in my R package from the earliest days of R, and | before that in various incarnations of S. The culprit is apparently rqbr.f which is | even more ancient, but must have something that gfortran 9 doesn?t approve of. | | I note that in R-devel there have been some other issues with gfortran 9, but these seem | unrelated to my problem. Not having access to a machine with an R/gfortran9 | configuration, I can?t apply my...

...gel, tau = 1:4/5)) > | plot(f) > | > | fails because summary() produces bogus estimates of the coefficient > bounds. > | This example has been around in my R package from the earliest days of > R, and > | before that in various incarnations of S. The culprit is apparently > rqbr.f which is > | even more ancient, but must have something that gfortran 9 doesn?t > approve of. > | > | I note that in R-devel there have been some other issues with gfortran > 9, but these seem > | unrelated to my problem. Not having access to a machine with an > R/gfortran9...