Revision 2b3a85a87089d85cfbcc67cac5d6778f94719b8d authored by Roger Koenker on 15 July 2019, 13:00:03 UTC, committed by cran-robot on 15 July 2019, 13:00:03 UTC
1 parent 5071707
lm.fit.recursive.Rd
\name{lm.fit.recursive}
\alias{lm.fit.recursive}
\title{ Recursive Least Squares }
\description{
This function fits a linear model by recursive least squares. It is
a utility routine for the \code{\link{KhmaladzeTest}} function of the quantile regression
package.
}
\usage{
lm.fit.recursive(X, y, int=TRUE)
}
\arguments{
\item{X}{ Design Matrix }
\item{y}{ Response Variable}
\item{int}{ if TRUE then append intercept to X}
}
\value{
return p by n matrix of fitted parameters, where p. The
ith column gives the solution up to "time" i.
}
\references{ A. Harvey, (1993) Time Series Models, MIT }
\author{ R. Koenker }
\keyword{methods}
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