search for: taus

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 [[alternative HTML version deleted]]