https://github.com/cran/quantreg
Revision 3d5ef53a290d3a837b9eb030645a39a22bd12547 authored by Roger Koenker on 08 August 1977, 00:00:00 UTC, committed by Gabor Csardi on 08 August 1977, 00:00:00 UTC
1 parent e86f25f
Tip revision: 3d5ef53a290d3a837b9eb030645a39a22bd12547 authored by Roger Koenker on 08 August 1977, 00:00:00 UTC
version 3.11
version 3.11
Tip revision: 3d5ef53
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]
Some other items May 27 2002
1. Sparse matrix versions for rq.fit.fn and rq.fit.fnc, project underway.
Computing file changes ...