q_cov {alqrfe}

Covariance

Description

Estimate Covariance matrix

Usage

q_cov(alpha, beta, d, inf, n, N, res, method, tau, X, Z)

Arguments

alpha

Numeric vector.

beta

Numeric vector.

d

length of beta.

inf

Numeric scalar, internal value, small value.

n

length of alpha.

N

sample size.

res

Numeric vector, residuals.

method

Factor, "qr" quantile regression, "qrfe" quantile regression with fixed effects, "lqrfe" Lasso quantile regression with fixed effects, "alqr" adaptive Lasso quantile regression with fixed effects.

tau

Numeric, identifies the percentile.

X

Numeric matrix, covariates.

Z

Numeric matrix, incident matrix.