optim_alqr {alqrfe}

optim adaptive lasso quantile regression with fixed effects

Description

This function solves an adaptive lasso quantile regression with fixed effects

Usage

optim_alqr(beta, alpha, wbeta, walpha, x, y, z, tau, N, d, n, ngrid, inf)

Arguments

beta

Numeric vector, initials values

alpha

Numeric vector, initials values

wbeta

Numeric vector, beta weigths

walpha

Numeric vector, alpha weigths

x

Numeric matrix, covariates.

y

Numeric vector, output.

z

Numeric matrix, incidents.

tau

Numeric scalar, the percentile.

N

Numeric integer, sample size.

d

Numeric integer, X number of columns.

n

Numeric integer, length of alpha.

ngrid

Numeric integer, number of iteractions of BIC.

inf

Numeric, internal small quantity.

Value

parametric vector and residuals