minimize_dispersion {rlme}

Minimize Dispersion Function

Description

Uses optim to find regression estimates which minimize dispersion function on X and Y input matrices

Usage

minimize_dispersion(X, Y, method = "BFGS", init.guess = "quantreg",
  verbose = FALSE, se = TRUE)

Arguments

X

Input matrix

Y

Response vector

method

Method optim should use - one of "Nelder-Mead", "BFGS", "CG", "L-BFGS-B", "SANN", or "Brent".

init.guess

How to calculate the first regression estimate. Defaults to using quantile regression.

verbose

Whether to print out verbose messages.

se

Whether or not to calculate standard errors of regression estimates.

Value

theta

Regression parameter estimates

ehat

Regression residuals

Author(s)

Herb Susmann