quantreg (version 2.0-2)

qrq: Linearized Quantile Estimation

Description

Compute linearized quantiles from rq data structure.

Usage

qrq(s, a)

Arguments

s

data structure returned by the quantile regression function rq with t<0 or="" t="">1.

a

the vector of quantiles for which the corresponding linearized quantiles are to be computed.

Value

• a vector of the linearized quantiles corresponding to vector a, as interpolated from the second row of s$sol.

See Also

rq and trq for further detail.

Examples

x <- -10:10; y <- 0.2 * x + rt(x, df=3)
z <- qrq(rq(x,y), a=0.1)       # assigns z the linearized quantiles 
                               # corresponding to vector a.