x
|
Vector of independent variables
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y
|
Vector dependent variables
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lam
|
Values of the smoothing parameter. If omitted is found by GCV based on the
the quantile criterion
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maxit
|
Maximum number of iterations used to estimate each quantile spline.
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maxit.cv
|
Maximum number of iterations to find GCV minimum.
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tol
|
Tolerance for convergence when computing quantile spline.
|
cost
|
Cost value used in the GCV criterion. Cost=1 is the usual GCV
denominator.
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offset
|
Constant added to the effective degrees of freedom in the GCV function.
|
sc
|
Scale factor for quantile function. Default is a scale on the order of
machine precision. Scales on the order of the residuals will result is a
robust regression fit using the Huber weight function.
|
alpha
|
Quantile to be estimated. Default is find the median.
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wt
|
Weight vector default is constant values. Passing nonconstant weights is a
pretty strange thing to do.
|
xgrid
|
Grid of x values to evaluate the estimated quantile function. Default
is the unique sorted values of x.
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derivative
|
Specifies whether the function itself of derivatives should be evaluated
at xgrid.
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hmin
|
Minimum value of log( lambda) used for GCV grid search.
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hmax
|
Maximum value of log( lambda) used for GCV grid search.
|