msqrt


Obtains the square root of a symmetric matrix by spectral decomposition.


Implements the nonparametric quantile regression method developed by Belloni, Chernozhukov, and Fernandez-Val (2011) to partially linear quantile models. Provides point estimates of the conditional quantile function and its derivatives based on series approximations to the nonparametric part of the model. Provides pointwise and uniform confidence intervals using analytic and resampling methods.

msqrt: Square Root of Matrix by Spectral Decomposition

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