coef.crq {crq}R Documentation

Extract coefficients from a crq object

Description

This function extracts linearly interpolated coefficients at specified quantiles from an object of class crq.

Usage

## S3 method for class 'crq':
coef(object, taus = 1:4/5, ...) 

Arguments

object An object of class "crq" produced by crq
taus A vector of quantiles at which to evaluate the coefficients
... Other arguments passed for printing, etc.

Details

Extracts coefficients by linear interpolation.

Value

A matrix with the estimated coefficients at each of the chosen quantiles. The last row is the conditional quantile function evaluated at the mean design point, i.e. Qbar = xbar ' betahat (tau).

Author(s)

Stephen Portnoy & Tereza Neocleous

See Also

crq


[Package crq version 0.3 Index]