TODO
# To Do List
1. Return full covariance matrix for multiple quantile cases, and perhaps expand
anova.rq to do more general testing. (Portnoy: January, 2012)
2. Add option for mfrow and mfcol in plot.rqss (Ng: January, 2012)
3. Add error for models with lasso when there aren't coefs to penalize, see example in
tests/tong/test2.R.