Revision 4cb3d258dde61065ad3370c2663b90bae42c721f 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 a9193f0
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 rq.test.khmal function of the quantile regression
package.
}
\usage{
lm.fit.recursive(X, y, int=T)
}
%- maybe also `usage' for other objects documented here.
\arguments{
\item{X}{ Design Matrix }
\item{y}{ Response Variable}
\item{int}{ if T 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 }
\seealso{khmaladzize }
\keyword{methods}
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