https://github.com/cran/quantreg
Revision d37f852036a87c4097be1667f8d54418fc665972 authored by Unknown author on 08 August 1977, 00:00:00 UTC, committed by Gabor Csardi on 08 August 1977, 00:00:00 UTC
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Tip revision: d37f852036a87c4097be1667f8d54418fc665972 authored by Unknown author on 08 August 1977, 00:00:00 UTC
version 2.0-2
version 2.0-2
Tip revision: d37f852
Testing.txt
Testing of rq, R version:
A. Running the examples in rq help:
rq(stack.x,stack.loss,.5)
R gives warning about possible non-unique solution, which S
doesn't. But the computed solutions are the same, to full
precision printed. Warning might have to do with conversion
to double precision?
rq(stack.x,stack.loss,tau=.5,ci=T,method="score")
R gives warning about possible non-unique solution, not S.
as above.
rq(stack.x,stack.loss,.25)
Help comments: note that 8 of the 21 points lie exactly
on this plane in 4-space. For the R-solution, only 4
points! $h component of solution is different! This is the
index of the observations in the basis, so indicates that
indeed different solutions have been found. But coefficients
and confidence intervals are identical.
rq(stack.x,stack.loss,-1)
As above, some differences in $h component.
rq(y=rnorm(10),method="sparsity")
OK.
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