loss_mqr {pqrfe}

Loss M-quantile regression

Description

This function returns the core of M-quantile regression to be minimized

Usage

loss_mqr(beta, x, y, tau, N, d, c)

Arguments

beta

initial values

x

design matrix

y

vector output

tau

percentile

N

sample size

d

columns of x

c

tuning

Value

eta Numeric, sum of M-quantile regression