| qrStart {cdfquantreg} | R Documentation |
Starting Value Generation for CDF quantile Regressions
Description
qrStart is the function for generating starting values for a cdf-quantile GLM null model.
Usage
qrStart(ydata, fd = NULL, sd = NULL, skew = FALSE)
Arguments
ydata |
The variable to be modeled |
fd |
A string that specifies the parent distribution. |
sd |
A string that specifies the sub-family distribution. |
skew |
If ture, the starting values will be generated for the finited tailed distribution case. |
Details
The start values for the location parameter in a null model are the median of the empirical distribution, and a starting value for the dispersion parameter based on a specific quantile of the empirical distribution, specified according to the theoretical distribution on which the model is based. The start values for all new predictor coefficients in both the location and dispersion submodels are assigned the value 0.1.
Value
A vector that consists initial values for mu and sigma.
Examples
x <- rbeta(100, 1, 2)
qrStart(x, fd='t2', sd='t2')
#[1] -0.5938286 1.3996999