https://github.com/cran/quantreg
Tip revision: 92269b50ae23297ededa6a58d77823e1302a6b8e authored by Roger Koenker on 06 June 2021, 16:10:02 UTC
version 5.86
version 5.86
Tip revision: 92269b5
rls.f
C Output from Public domain Ratfor, version 1.05
subroutine rls(n,p,x,y,b,a,ax)
integer n,p
double precision x(p,n),y(n),b(p,n),a(p,p),ax(p)
double precision zero,one,mone,f,r,ddot
data one/1.d0/
data mone/-1.d0/
data zero/0.d0/
do23000 i = (p+1),n
call dgemv('N',p,p,one,a,p,x(1,i),1,zero,ax,1)
f = one + ddot(p,x(1,i),1,ax,1)
r = (y(i)-ddot(p,x(1,i),1,b(1,i-1),1))/f
call daxpy(p,one,b(1,i-1),1,b(1,i),1)
call daxpy(p,r,ax,1,b(1,i),1)
call dger(p,p,mone/f,ax,1,ax,1,a,p)
23000 continue
23001 continue
return
end