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
qfnb.f
C Output from Public domain Ratfor, version 1.05
subroutine qfnb(n,p,m,a,y,t,r,d,u,wn,wp,b,nit, info)
integer n,p,m,nit(3),info
double precision a(p,n), y(n), t(m), b(p,m), r(p)
double precision d(n), u(n), wn(n,9), wp(p,p+3)
double precision zero, one, eps, beta
parameter( zero = 0.0d0)
parameter( one = 1.0d0)
parameter( beta = 0.99995d0)
parameter( eps = 1.0d-6)
do23000 i = 1,m
call dgemv('N',p,n,one-t(i),a,p,d,1,zero,r,1)
call dscal(n,zero,wn,1)
call daxpy(n,one-t(i),u,1,wn,1)
call rqfnb(n,p,a,y,r,d,u,beta,eps,wn,wp,nit,info)
if(info .ne. 0)then
goto 23001
endif
do23004 j = 1,n
u(j) = one
d(j) = one
23004 continue
23005 continue
call dcopy(p,wp,1,b(1,i),1)
23000 continue
23001 continue
return
end