optim_mqr {pqrfe}

optim M-quantile regression

Description

This function solves a M-quantile regression

Usage

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

Arguments

beta

Numeric vector, initials values beta.

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.

c

Numeric, positive real value.

Value

parametric vector and residuals.