Displaying 3 results from an estimated 3 matches for "taus".

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2004 Jul 19

3

why won''t rq draw lines?

I''ve been trying to draw quantile linear regression lines across a scatterplot of my data using
attach(forrq)
plot(PREGNANT,DAY8,xlab="pregnant EPDS",ylab="postnatal EPDS",cex=.5)
taus <- c(.05,.1,.25,.75,.9,.95)
xx <- seq(min(PREGNANT),max(PREGNANT),100)
for(tau in taus){
f <- coef(rq(DAY8~PREGNANT,tau=tau))
yy <- (f[1]+f[2]*xx)
lines(xx,yy)
}
which is simply the method from the help file with my dataset a...

2017 Jun 19

0

quantreg::rq.fit.hogg crashing at random

...amespace (and not attached):
[1] compiler_3.4.0 Matrix_1.2-10 MatrixModels_0.4-1 grid_3.4.0
[5] lattice_0.20-35
*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*-*
Here is the code that crashes:
#-----Here I redefine the function as described in my first paragraph
rq.fit.hogg2 = function (x, y, taus = c(0.1, 0.3, 0.5), weights = c(0.7,
0.2, 0.1), R = NULL, r = NULL, beta = 0.99995, eps = 1e-06)
{
n <- length(y)
n2 <- nrow(R)
m <- length(taus)
p <- ncol(x) + m
if (n != nrow(x))
stop("x and y don't match n")
if (m != length(weights))...

2018 Feb 23

0

Quantile regression with some parameters fixed across tau..

...tile, tau and that all of the variability arises due to beta. If
I just fit the model using the quantreg package like so:
mdl <- rq( y ~ alpha +beta, data, tau=c(0.25,0.5,0.75))
..the values of alpha that I get vary according to the tau. Is there anyway
to force alpha to be the same across all taus?
Best wishes,
Mark
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