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The np Package - NexTag Supports Open Source Initiatives

The np Package - NexTag Supports Open Source Initiatives

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<strong>np</strong>qreg 87ftol = 1.19209e-07,tol = 1.49012e-08,small = 2.22045e-16,itmax = 10000,...)## Default S3 method:<strong>np</strong>qreg(bws,txdat = stop("training data 'txdat' missing"),tydat = stop("training data 'tydat' missing"),exdat,tau,gradients,ftol,tol,small,itmax,...)Argumentsbwsa bandwidth specification. This can be set as a conbandwidth object returnedfrom an invocation of <strong>np</strong>cdensbw, or as a vector of bandwidths, with eachelement i corresponding to the bandwidth for column i in txdat. If specifiedas a vector, then additional arguments will need to be supplied as necessary tospecify the bandwidth type, kernel types, and so on.tau a numeric value specifying the τth quantile is desired. Defaults to 0.5.... additional arguments supplied to specify the regression type, bandwidth type,kernel types, training data, and so on. To do this, you may specify any ofbwmethod, bwscaling, bwtype, cxkertype, cxkerorder, cykertype,cykerorder, uxkertype, uykertype, oxkertype, oykertype, asdescribed in <strong>np</strong>cdensbw.datanewdatatxdattydatexdatan optional data frame, list or environment (or object coercible to a data frame byas.data.frame) containing the variables in the model. If not found in data,the variables are taken from environment(bws), typically the environmentfrom which <strong>np</strong>cdensbw was called.An optional data frame in which to look for evaluation data. If omitted, thetraining data are used.a p-variate data frame of explanatory data (training data) used to calculate the regressionestimators. Defaults to the training data used to compute the bandwidthobject.a one (1) dimensional numeric or integer vector of dependent data, each elementi corresponding to each observation (row) i of txdat. Defaults to the trainingdata used to compute the bandwidth object.a p-variate data frame of points on which the regression will be estimated (evaluationdata). By default, evaluation takes place on the data provided by txdat.

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