lprq0 {siqr}

A supporting function that return the local polynomial regression quantile. This estimates the quantile and its derivative at the point x.0

Description

A supporting function that return the local polynomial regression quantile. This estimates the quantile and its derivative at the point x.0

Usage

lprq0(x, y, h, tau = 0.5, x0)

Arguments

x

covariate sequence;

y

response sequence;

h

bandwidth(scalar);

tau

- left-tail probability

x0

point at which the quantile is estimated

Value

x0 a scalar

fv quantile est; dv - quantile derivative est