

qrq(quantreg)                                R Documentation

_L_i_n_e_a_r_i_z_e_d _Q_u_a_n_t_i_l_e _E_s_t_i_m_a_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n_:

     Compute linearized quantiles from rq data structure.

_U_s_a_g_e_:

     qrq(s, a)

_A_r_g_u_m_e_n_t_s_:

       s: data structure returned by the quantile regression
          function rq with t<0 or t>1.

       a: the vector of quantiles for which the correspond-
          ing linearized quantiles are to be computed.

_V_a_l_u_e_:

     a vector of the linearized quantiles corresponding to
     vector a, as interpolated from the second row of s$sol.

_S_e_e _A_l_s_o_:

     rq and  trq  for further detail.

_E_x_a_m_p_l_e_s_:

     x <- -10:10; y <- 0.2 * x + rt(x, df=3)
     z <- qrq(rq(x,y), a=0.1)       # assigns z the linearized quantiles
                                    # corresponding to vector a.

