l1pmreg               package:ftnonpar               R Documentation

_P_i_e_c_e_w_i_s_e _m_o_n_o_t_o_n_e _n_o_n_p_a_r_a_m_e_r_i_c _q_u_a_n_t_i_l_e _r_e_g_r_e_s_s_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     Applies the generalized taut string method to quantile regression.

_U_s_a_g_e:

     quantpmreg(y, beta = 0.5, squeezing.factor = 0.5, verbose = FALSE, localsqueezing = TRUE, DYADIC = TRUE, thr.const = 2, extrema.nr = -1, bandwidth = -1)
     l1pmreg(y, squeezing.factor = 0.5, verbose = FALSE, localsqueezing = TRUE, DYADIC = TRUE, thr.const = 2, extrema.nr = -1, bandwidth = -1)

_A_r_g_u_m_e_n_t_s:

       y: observed values (ordered by value of independent variable)

    beta: quantile. The default is 0.5 which corresponds to  the robust
          taut string.

squeezing.factor: The amount of decrement applied to the bandwidthes

 verbose: logical, if T progress (for each iteration) is illustrated
          grahically

localsqueezing: logical, if T (default) the bandwidth is changed
          locally.

  DYADIC: logical, if T (default) the multiresolution criterion is only
          verified on intervals with dyadic endpoints.

thr.const: smoothing parameter for the multiresoultion criterion
          (should be approximately 2)

extrema.nr: if set to a positive integer an approximation with the
          specified number of local extreme values is calculated

bandwidth: if set to a positive value the specified bandwidth is used
          instead of the multiresolution criterion.

_V_a_l_u_e:

     A list with components 

       y: The approximation of the given data

  lambda: The final values of lambda

    nmax: Number of local extreme values

_A_u_t_h_o_r(_s):

     Arne Kovac Arne.Kovac@uni-essen.de

_R_e_f_e_r_e_n_c_e_s:

     D\"umbgen, L. and Kovac, A. (2003) Extensions of smoothing via
     taut strings

_S_e_e _A_l_s_o:

     'pmreg','frun'

_E_x_a_m_p_l_e_s:

