https://github.com/cran/quantreg
Tip revision: e821ee31706f5ae32f14507d2df5c39ddfadf110 authored by Roger Koenker on 28 September 2020, 07:20:11 UTC
version 5.70
version 5.70
Tip revision: e821ee3
boot.rq.pxy.Rd
\name{boot.rq.pxy}
\alias{boot.rq.pxy}
\title{
Preprocessing bootstrap method
}
\description{
Bootstrap method exploiting preprocessing strategy to reduce
computation time for large problem.
}
\usage{
boot.rq.pxy(x, y, s, tau = 0.5, coef, method = "fn", Mm.factor = 3)
}
\arguments{
\item{x}{
Design matrix
}
\item{y}{
response vector
}
\item{s}{
matrix of multinomial draws for xy bootstrap
}
\item{tau}{
quantile of interest
}
\item{coef}{
point estimate of fitted object
}
\item{method}{
fitting method for bootstrap
}
\item{Mm.factor}{
constant to determine initial sample size
}
}
\details{
See references for further details.
}
\value{
Returns matrix of bootstrap estimates.
}
\references{
Chernozhukov, V. I. Fernandez-Val and B. Melly,
Fast Algorithms for the Quantile Regression Process, 2019,
arXiv, 1909.05782,
Portnoy, S. and R. Koenker, The Gaussian Hare and the Laplacian
Tortoise, Statistical Science, (1997) 279-300
}
\author{
Blaise Melly and Roger Koenker
}
\seealso{
\code{\link{rq.fit.ppro}}
}
\keyword{bootstrap}