sfn.control

Auxiliary function for setting storage dimensions and other parameters rq.fit.sfn[c]

 utilities

Estimation and inference methods for models for conditional quantile functions:
Linear and nonlinear parametric and non-parametric (total variation penalized) models
for conditional quantiles of a univariate response and several methods for handling
censored survival data. Portfolio selection methods based on expected shortfall
risk are also now included. See Koenker, R. (2005) Quantile Regression, Cambridge U. Press,
<doi:10.1017/CBO9780511754098> and Koenker, R. et al. (2017) Handbook of Quantile Regression,
CRC Press, <doi:10.1201/9781315120256>.

Roger Koenker

quantreg

Quantile Regression

Stephen Portnoy

Blaise Melly

Achim Zeileis

Philip Grosjean

Cleve Moler

Yousef Saad

Victor Chernozhukov

Ivan Fernandez-Val

sfn.control function

<dl> <dt>nsubmax</dt>
<dd>upper bound for dimension of lindx</dd> <dt>tmpmax</dt>
<dd>upper bound for dimension of tmpvec</dd> <dt>nnzlmax</dt>
<dd>upper bound for non-zero entries of L stored in lnz, including diagonal</dd>
 <dt>cachsz</dt>
<dd>size of cache in kbytes on target machine</dd> <dt>small</dt>
<dd>convergence tolerance for interior point algorithm</dd> <dt>maxiter</dt>
<dd>maximal number of interior point iterations.</dd> <dt>warn.mesg</dt>
<dd>logical flag controlling printing of warnings.</dd></dl>

Arguments

Author

Set Control Parameters for Sparse Fitting — sfn.control

<dl>

 <dt>nsubmax</dt>
<dd>upper bound for dimension of lindx</dd>

 <dt>tmpmax</dt>
<dd>upper bound for dimension of tmpvec</dd>

 <dt>nnzlmax</dt>
<dd>upper bound for non-zero entries of L stored in lnz, including diagonal</dd>


 <dt>cachsz</dt>
<dd>size of cache in kbytes on target machine</dd>

 <dt>small</dt>
<dd>convergence tolerance for interior point algorithm</dd>

 <dt>maxiter</dt>
<dd>maximal number of interior point iterations.</dd>

 <dt>warn.mesg</dt>
<dd>logical flag controlling printing of warnings.</dd>

</dl>

Set Control Parameters for Sparse Fitting

sfn.control: Set Control Parameters for Sparse Fitting

Description

Usage

Value

Arguments

Author

Details

See Also