https://github.com/cran/quantreg
Tip revision: a6e1bd2af35197fecce13a4682ed3be2f1acc6a1 authored by Roger Koenker on 16 August 2015, 00:00:00 UTC
version 5.18
version 5.18
Tip revision: a6e1bd2
rls.f
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
parameter( one = 1.d0)
parameter( mone = -1.d0)
parameter( zero = 0.d0)
do 23000 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
return
end