optim_qr {alqrfe}

optim quantile regression

Description

This function solves a quantile regression

Usage

optim_qr(beta, x, y, tau, N, d)

Arguments

beta

Numeric vector, initials values.

x

Numeric matrix, covariates.

y

Numeric vector, output.

tau

Numeric scalar, the percentile.

N

Numeric integer, sample size.

d

Numeric integer, X number of columns.

Value

parametric vector and residuals.