Re: [R] algorithmic method quantile regression

2015-10-15 Thread Cade, Brian
provided by > pfn differ. I do not find an explanation for this observation in the papers > on quantile regression. Therefore my question. > > -Original Message- > From: Roger Koenker [mailto:rkoen...@illinois.edu] > Sent: 14 October 2015 22:33 > To: T.Riedle > Cc: r-hel

Re: [R] algorithmic method quantile regression

2015-10-14 Thread T.Riedle
2015 22:33 To: T.Riedle Cc: r-help@r-project.org Subject: Re: [R] algorithmic method quantile regression Did you read item 1 in the quantreg FAQ()? url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558

Re: [R] algorithmic method quantile regression

2015-10-14 Thread Roger Koenker
Did you read item 1 in the quantreg FAQ()? url:www.econ.uiuc.edu/~rogerRoger Koenker emailrkoen...@uiuc.eduDepartment of Economics vox: 217-333-4558University of Illinois fax: 217-244-6678Urbana, IL 61801 > On Oct 14, 20

[R] algorithmic method quantile regression

2015-10-14 Thread T.Riedle
Greetings R Community, I am trying to run a quantile regression using the quantreg package. My regression includes 7 independent variables with approx. 800 daily observations each. Thus, I think that the Barrodale and Roberts algorithm should do the trick. However, the Frisch-Newton after prepro