similar to: gfortran 9 quantreg bug

Dirk, Thanks for the blog post on this, and the pointers in this email. I have a question: it seems to me that you end up using a different compiler for the package (quantreg) than was used to build R itself. As I understand ABI changes, this is considered unsupported (ok, that depends on what version of gcc/gfortran was used to build R, but there has been a lot of ABI changes in GCC). Is that

Roger, On 4 August 2019 at 06:48, Koenker, Roger W wrote: | I?d like to solicit some advice on a debugging problem I have in the quantreg package. | Kurt and Brian have reported to me that on Debian machines with gfortran 9 | | library(quantreg) | f = summary(rq(foodexp ~ income, data = engel, tau = 1:4/5)) | plot(f) | | fails because summary() produces bogus estimates of the coefficient

Hi, I'm wondering if it is possible to install a package for R 2.0 on R 1.9.1 on Mac OS X? I'm getting this error which seems to be known issue: library("quantreg") Error in firstlib(which.lib.loc, package) : couldn't find function "lazyLoad" In addition: Warning message: package quantreg was built under R version 2.0.1 Error in

Dear R-devel: The Cluster administrators at KU got enthusiastic about testing R-3.2.2 with Intel MKL when I asked for some BLAS integration. Below I forward a performance report, which is encouraging, and thought you would like to know the numbers. Appears to my untrained eye there are some extraordinary speedups on Cholesky decomposition, determinants, and matrix inversion. They had

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

> ... reports that the fortran names of all the registered fortran functions are ?undocumented objects?... Those symbols should not be exported. In quantreg v5.33, NAMESPACE has 'exportPattern(".")'. Maybe it is a good time to remove that and export explicitly the symbols that are meant for export. Georgi Boshnakov ------------------------------ Message: 6 Date: Fri, 28

Does any have 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

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

Is there a painless way to find the names of all packages on CRAN that "Depend" on a specified package? url: www.econ.uiuc.edu/~roger Roger Koenker email rkoenker at uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820

Dear All, I'm trying to track down a problem with my quantreg package reported by a user doing censored quantile regression. When he runs the test4.R file attached below (which reads the csv file also attached) on his windows machine he gets an error like this: > Error in dimnames(B) <- list(c("tau", dimnames(x)[[2]], "Qhat"), NULL) : > length of

Dear R-help, Has anyone been able to use the quantreg package on Windows successfully? I tried to load it and get the following: > library(quantreg) Error in dyn.load(x, as.logical(local), as.logical(now)) : unable to load shared library "C:/PROGRA~1/R/rw1031/library/quantreg/libs/quantreg.dll": LoadLibrary failure: The specified procedure could not be found. Error in

I used R and the quantreg package in a manuscript that is currently in the proofs stage. I cited both R and quantreg as suggested by citation() and noted the version of R and quantreg that I used in the main text as "All tests were computed with the R v2.9.0 statistical programming language (R Development Core 2008). Quantile regressions were conducted with the quantreg v4.27 package

Hi Does anyone know if there is a method to calculate a goodness-of-fit statistic for quantile regressions with package quantreg? Tanks [[alternative HTML version deleted]]

Dear List, I would greatly appreciate help on the following matter: The RuleFit program of Professor Friedman uses partial dependence plots to explore the effect of an explanatory variable on the response variable, after accounting for the average effects of the other variables. The plot method [plot(summary(rq(y ~ x1 + x2, t=seq(.1,.9,.05))))] of Professor Koenker's quantreg program

Please, is there anyone who can give me some suggestions? (1) I have to use a package from R on my work. The package is the "quantreg" developed by Koenker (Uni Illinois). I have installed the package in the R library tree /usr/local/lib/R/ library of my Linux Operating System. I did R CMD INSTALL -l /usr/local/lib/R/ library /path/to/quantreg_x.y-z.tar.gz. However, when I call any

Hi, I am trying to use quantile regression to perform weighted-comparisons of the median across groups. This works most of the time, however I am seeing some odd output in summary(rq()): Call: rq(formula = sand ~ method, tau = 0.5, data = x, weights = area_fraction) Coefficients: Value Std. Error t value Pr(>|t|) (Intercept) 45.44262 3.64706 12.46007

Dear all, I am searching for a way to compute a test comparable to Chuang et al. ("Causality in Quantiles and Dynamic Stock Return-Volume Relations"). The aim of this test is to check wheter the coefficient of a quantile regression granger-causes Y in a quantile range. I have nearly computed everything but I am searching for an estimator of the density of the distribution at several

He folks=) I want to check whether a coefficient has an impact on a quantile regression (by applying the sup-wald test for a given quantile range [0.05,0.95]. Therefore I am doing the following calculations: a=0; for (i in 5:95/100){ fitrestricted=rq(Y~X1+X2,tau=i) tifunrestrited=rq(Y~X1+X2+X3,tau=i) a[i]=anova(fitrestricted,fitunrestricted)$table$Tn) #gives the Test-Value } supW=max(a) As anova

All - Does anyone know if there is a method to calculate a goodness-of-fit statistic for quantile regressions with package quantreg? Specifically, I'm wondering if anyone has implemented the goodness-of-fit process developed by Koenker and Machado (1999) for R? Though I have used package quantreg in the past, I may have overlooked this function, if it is included. Citation: Koenker, R. and

Hi, I was recently plowing through the docs of the quantreg package by Roger Koenker and came across the total variation penalty approach to 1-dimensional spline fitting. I googled around a bit and have found some papers originated in the image processing community, but (apart from Roger's papers) no paper that would discuss its statistical aspects. I have a couple of questions in this