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)

Arguments

ydata

The variable to be modeled

fd

A string that specifies the parent distribution.

sd

A string that specifies the sub-family distribution.

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

[Package cdfquantreg version 1.2.5 Index]