[R] Quantile Regression, S-Function "Rreg"

From: Stefan Hoderlein <stefan_hoderlein_at_yahoo.com>
Date: Mon 18 Jul 2005 - 19:54:00 EST


I have the following problem: I would like to do a nonparametric quatile regression. Thus far I have used the quantreg package and done a local quadratic, but it does not seem to work well.

Alternatively, I have tried with an older S version I have the function rreg, and used

rreg(datax,datay,method=function(u)

           {(abs(u)+(2*alpha-1)*u)},iter=100)

which gave me pretty acceptable results. What I would like to do now is to have a similar command in R, but with the functions

rlm and lqs

I do not seem to be able to get somewhere. Can anybody help?

I found in the archive under

Message-ID:
<Pine.GSO.4.31.0101311456130.4395-100000@toucan.stats>

a reply from Brian Ripley on a similar question, but was not able to download the experimental file from his website...

Thanks

Stefan



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