standardize {quantreg} | R Documentation |
Standardize the rq process prior to Khmaladze transformation.
standardize(rqfit, location.scale=TRUE)
rqfit |
Object produced by rq.test.khmal rq fitting |
location.scale |
If TRUE location-scale test, if FALSE location test |
Compute standardized rq process.
Produces a list with several objects understood by rq.test.khmal
R. Koenker
Koenker, Roger and Zhijie Xiao (2000), "Inference on the Quantile Regression Process'', unpublished. <URL: http://www.econ.uiuc.edu/~roger/research/inference/inference.html>