swh:1:snp:16c54c84bc54885e783d4424d714e5cc82f479a1
Tip revision: af21da153f560a96bd72575fcb37a3494f32de98 authored by Roger Koenker on 23 April 2013, 00:00:00 UTC
version 4.98
version 4.98
Tip revision: af21da1
lprq.R
lprq <- function(x, y, h, tau = .5, m = 50)
{
## A toy routine to do locally polynomial quantile regression
xx <- seq(min(x),max(x),length=m)
fv <- xx
dv <- xx
for(i in 1:length(xx)) {
z <- x - xx[i]
wx <- dnorm(z/h)
r <- rq(y~z, weights=wx, tau=tau, ci=FALSE)
fv[i] <- r$coef[1.]
dv[i] <- r$coef[2.]
}
list(xx = xx, fv = fv, dv = dv)
}