similar to: fortran data statement

I'd like to mention that there is a new quantile regression package "nprq" on CRAN for additive nonparametric quantile regression estimation. Models are structured similarly to the gss package of Gu and the mgcv package of Wood. Formulae like y ~ qss(z1) + qss(z2) + X are interpreted as a partially linear model in the covariates of X, with nonparametric components defined as

> On Mar 26, 2015, at 8:50 AM, Martyn Plummer <plummerM at iarc.fr> wrote: > > On Wed, 2015-03-25 at 15:12 -0500, Roger Koenker wrote: >> Thierry, >> >> I have this: >> >> if (require(MatrixModels) && require(Matrix)) { >> X <- model.Matrix(Terms, m, contrasts, sparse = TRUE) > > You have this in the current release, which

I'd like to elicit comments on what I am sure is an ancient topic, but one for which I can't seem to google up a satisfactory reference. I'm curious about the laissez-faire attitude adopted in anova.lm and friends regarding non-nested hypothesis tests. I was under the misapprehension until yesterday that attempts to test non-nested hypotheses, i.e. compare lm objects with non-nested

I found the following slightly surprising and thought that it might (eventually) be useful to someone to document it: Problem: I wanted to reorder the columns of the matrix produced by combn(n,p) so that adjacent columns only differed by one element. I assumed that this was a problem known to the Assyrians and resisted the temptation to write to r-help, and through assiduous googling finally

This is what I refer to as "ab uno disce omnes"-thinking: -- from one example all is revealed -- but this is the antithesis of statistical thinking. Here is an example function, others can probably do better. On a vector of length 300 it takes .018 seconds on my aging G5 ppc mac: pears <- function(x){ n <- length(x) A <- combos(n,2) rbind(x[A[1,]],x[A[2,]]) } This is

I'm having difficulty with an environmental issue: I have an additive model fitting function with a typical call that looks like this: require(quantreg) n <- 100 x <- runif(n,0,10) y <- sin(x) + rnorm(n)/5 d <- data.frame(x,y) lam <- 2 f <- rqss(y ~ qss(x, lambda = lam), data = d) this is fine when invoked as is; x and y are found in d, and lam is found the

----- Forwarded Message ---- From: Nnamdi <nnamdii at yahoo.com> To: roger koenker <rkoenker at uiuc.edu> Sent: Friday, April 18, 2008 1:08:58 PM Subject: Re: [R] efficiently replacing values in a matrix I tried the sparse matrix implementation, still there are issues: a <- matrix(nrow=10000,ncol=10000) > a.csr <- as.matrix.csr(a) Error in if (nnz == 0) { : missing value

I sent the message below to r-sig-mac yesterday, but having no reply I decided to explore a bit myself and found that editing: /Library/Frameworks/R.framework/Versions/2.3/Resources/share/make/ shlib.mk yzzy: diff shlib.mk shlib.mk~ 3c3 < include $(R_HOME)/etc/Makeconf --- > include $(R_HOME)/etc${R_ARCH}/Makeconf restored the functionality of R CMD INSTALL. Is this a known issue?

Thierry, I have this: if (require(MatrixModels) && require(Matrix)) { X <- model.Matrix(Terms, m, contrasts, sparse = TRUE) in my function rqss() I've tried variants of requireNamespace too without success. If I understand properly model.Matrix is from MatrixModels but it calls sparse.model.matrix which is part of Matrix, and it is the latter function that I'm not

Thanks, I was just coming to that conclusion and beginning to look for a way to make a list of exportable objects. Roger Koenker r.koenker at ucl.ac.uk<mailto:r.koenker at ucl.ac.uk> Department of Economics, UCL London WC1H 0AX. On Jun 28, 2019, at 11:23 AM, Georgi Boshnakov <georgi.boshnakov at manchester.ac.uk<mailto:georgi.boshnakov at manchester.ac.uk>> wrote: ...

On 28/06/2019 6:27 a.m., Koenker, Roger W wrote: > Thanks, I was just coming to that conclusion and beginning to look for a way to make a list of > exportable objects. After library(quantreg), ls("package:quantreg") will list all the names you currently export. So cat(ls("package:quantreg"), sep = ", ") will print the list in a form suitable for including

Motivated by Deepayan's recent inquiries about the efficiency of the R 'quantile' function: http://tolstoy.newcastle.edu.au/R/devel/05/11/3305.html http://tolstoy.newcastle.edu.au/R/devel/06/03/4358.html I decided to try to revive an old project to implement a version of the Floyd and Rivest (1975) algorithm for finding quantiles with O(n) comparisons. I used

Johannes, You can minimize an model expression by just putting the ~ on the left and everything else on the righthand side, but I don't think that this is really what you want. In the NLS expression this would ignore the jacobian of the transformation from errors to response, and in nlrq there is the same problem, however you can adjust for the jacobian by rescaling by the geometric mean of

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 intended but

My apologies, the data can now be found at: url <- "http://www.econ.uiuc.edu/~roger/research/ebayes/velo.d" x <- scan(url,skip = 1) If I could get each of the histograms to mimic what is produced by hist(x, 100, freq = FALSE) I?ve experimented with xlim, ylim, without success so far... url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu

In a private response to Tony Plate's suggestion to replace version() output with sessionInfo() in R-help requests, > roger koenker wrote: >> Thanks for this, it would seem useful to have version numbers for >> the packages too? and Tony replied, > > Sounds sensible to me! If I were you I'd send a message to R-devel > suggesting this. AFAIK, some changes to

I'm having trouble with R CMD check of my quantreg package. All is well until I get to: checking running R code from vignettes ... ?rq.Rnw? ... failed ERROR Errors in running code in vignettes: when running code in ?rq.Rnw? when I see a snippet from the vignette code and then: Loading required namespace: MatrixModels When sourcing ?rq.R?: Error: could not find function

I'm having difficulty with Rprof. I have a documentation example test.qss that runs fine without profiling, but under Rprof, > Rprof() > source("test.qss") Error in standardGeneric("model.matrix") : UseMethod used in an inappropriate fashion Luke wrote about a similar circumstance last summer: # From: Luke Tierney (luke@stat.umn.edu) # Date: Fri Jul

I've recently updated from an early February version of 1.7.0 to Version 1.7.0 Under development (unstable) (2003-03-25) and am now having problems with errors giving the message: ' getExtends(ClassDef) : @ must be used on an object with a formal class' which seems to be caused by 'setIs("character","character or NULL")' which attempts to define

Greetings, I'm organizing summer econometrics lunch meetings to discuss thesis work. The first meeting will be this friday July 18 12-1pm in the conference room on the third floor of Wohlers. The first talk will be by Lingjie Ma Control Variate Estimation of Structural Quantile Regression Models url: www.econ.uiuc.edu/~roger/my.html Roger Koenker email rkoenker@uiuc.edu Department of