Linearized Quantile Estimation
Usage
qrq(s, a)
Arguments
s
|
data structure returned by the quantile regression function rq with t<0 or t>1.
|
a
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the vector of quantiles for which the corresponding linearized quantiles are to be computed.
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Description
Compute linearized quantiles from rq data structure.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.