https://github.com/cran/quantreg
Tip revision: 4dfab3bdc8d05045a922f285e9ab1236f75bebbd authored by Roger Koenker on 08 August 1977, 00:00:00 UTC
version 3.33
version 3.33
Tip revision: 4dfab3b
TODO
This is quick list of some possible fixes for the next revision of quantreg
Version: June 25, 2001
1. Adapt Khmaladze stuff to handle "br" output.
2. refine the choice of eps parameter in rq.fit.fn (this has been a
perennial problem. As several examples show, it is sometimes possible
to get into trouble with the current 1e-6 tolerance with rq.fit.fn
returning NaN's while a more relaxed tolerance say 1e-4 produces a
good answer, verifiable from "br".
3. The trim object in rq.test.khmal could be improved.
4. Now location-scale and location tests need to be done independently
and should be organized to do both together.
5. Write anova function for rq objects. [Done in v 3.09]
6. Resolve some packaging issues regarding linkages to SparseM
and to incorporate rqss stuff to akima, tripack, etc.
7. Allow bootstrappping routines to do subsampling. [Done August, 03]
8. Allow percentile methods for the bootstrap methods.
9. Add predict methods