Recent Revision History

3.04 September 19 2001  

1.  ci set to F if p==1 to prevent seg fault identified by Marcel Wolbers.

3.05 December 21 2001  

1. "iid" case in summary.rq fixed to update call to l1fit 
2. documentation and consistency checking updates to conform with R1.4.0


3.06 March 5 2002  

1.  Added LEGAL directory to clarify the licensing arrangement with Splus/
Insightful Corp.

3.07 March  2002

1.  Expanded table.rq to use method="fn", and adapted plot.table.rq to
use the polygon strategy of recent papers for the confidence band.

2.  Adapted the old version of latex.table and latex.table.rq to use
output of table.rq to make latex tables from the output array.  This
eventually could be updated to fit better into the expected R version
of Frank Harrell's Hmisc.  (The function latex.table is a slightly
hacked version of Frank's old latex.table function for Splus.)

3.  Added argument transpose to allow the tables to be flipped so that
row dimension is quantiles rather than coefs.

4.  Added error checking for tau+/-h outside (0,1) in summary.rq 

5.  Revised rq.fit.fn and rqfn.[rf] to simplify the calling sequence
basically to move the initialization into the R function.  (This is
in preparation for a new version that will incorporate inequality constraints.)

6.  Also relaxed upper bound constraints so that they could be specified
in rq.fit.fn rather than assumed to take the value one.

7.  Added a (long awaited) anova function for rq to do F test like inference
for both nested models for a single quantile and tests of equality of slope
coefficients across identical models estimated at several quantiles.
These new functions are (for the moment) in the R directory as anova.R.

3.08 May 22 2002

1.  Fixed a bug in anova.rqlist ndf = (p-1)*(m-1) not p*(m-1).

3.09 May 27 2002

1.  Added new functions rq.fit.fnb and rq.fit.fnc and associated fortran
and ratfor code.  The former is a slightly revised version of rq.fit.fn
the interior point algorithm for computing rq;  it should have exactly
the same functionality as the prior version, but _might_ work somewhat
more efficiently on some problems.  The new function rq.fit.fnc
is an interior point method for fitting rq problems subject to inequality
constraints on the coefficients.  The algorithm is a modified version
of the interior point method used for unconstrained problems and should
be described in detail (eventually) in a paper with Pin Ng.

3.10 July 4 2002

1.  Revised slightly the rq.fit.fnb function and the related ratfor/fortran
code to enable it to start at a (dual) point  that doesn't satisfy the
equality constraints.  And attempted to fix the many places that used T/F
rather than TRUE/FALSE in preparation for R-1.6.0 (at the suggestion of
Kurt Hornik.)

3.11 July 10 2002

1.  Fixed a few more T/F's at Kurt's behest, and changed some _ to <- in
the examples.  And added PACKAGE = "quantreg") to the .Fortran calls.