search for: w_cqr

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2017 Jun 19
0
quantreg::rq.fit.hogg crashing at random
...r the `quantile` function tmp=as.numeric(c(d$x,q)); ranks=rank(tmp); below=tail(ranks,length(q))-c(1:length(q)); above=below+1 v = d$y[below] * (q-d$x[below])/(d$x[above]-d$x[below]) + d$y[above] * (d$x[above]-q)/(d$x[above]-d$x[below]) if(k==1) V = matrix(v,1,1) else V = diag(v) w_CQR = Binv %*% v; w_CQR = w_CQR / sum(w_CQR) #----- Use the estimated optimal weights to actually estimate beta (with EQR and CQR) and evaluate how well it does print(paste(m, distr, k)); readline() ################ THE NEXT LINE CRASHES AT RANDOM: fit_cqr=try( rq.fit.hogg2(x=cbind(X),y=y,...