https://github.com/cran/quantreg
Tip revision: d57ac843e4bb93cf7b5020287db6f854e6603a9a authored by Roger Koenker on 22 January 2021, 04:40:07 UTC
version 5.83
version 5.83
Tip revision: d57ac84
bound.f
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c Function to obtain the step length
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subroutine bound(x,dx,s,ds,z,dz,w,dw,n,beta,deltap,deltad)
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integer n
double precision x(n),dx(n),s(n),ds(n),z(n),dz(n),w(n),dw(n)
double precision deltap,deltad,dmin1,big,one,beta
parameter (big = 1.0d20, one = 1.0d0)
deltap = big
deltad = big
do i=1,n
if(dx(i) .lt. 0) deltap = dmin1(deltap, -x(i)/dx(i))
if(ds(i) .lt. 0) deltap = dmin1(deltap, -s(i)/ds(i))
if(dz(i) .lt. 0) deltad = dmin1(deltad, -z(i)/dz(i))
if(dw(i) .lt. 0) deltad = dmin1(deltad, -w(i)/dw(i))
enddo
deltap = dmin1(beta*deltap,one)
deltad = dmin1(beta*deltad,one)
return
end