| loss_alqr {alqrfe} | R Documentation |
Loss adaptive lasso quantile regression with fixed effects
loss_alqr(theta, x, y, z, tau, n, d, mm, lambda, w)
theta |
initial values |
x |
design matrix |
y |
vector output |
z |
incident matrix |
tau |
percentile |
n |
N sample size |
d |
columns of x |
mm |
n columns of z |
lambda |
constriction parameter |
w |
weights |