khmaladzize {quantreg} | R Documentation |
Function to compute the recursive least squares transformation of the quantile regression process for the rq.test.khmal procedure.
khmaladzize(tau, atau, Z, location.scale)
tau |
quantiles specified in the fitted model |
atau |
xbar'betahat(tau) at these quantiles |
Z |
full rq process |
location.scale |
if T do location-scale transformation, if F do location transformation |
Uses adaptive kernel density estimation akj() to estimate score functions.
Returns transformed Z process.
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Koenker, Roger and Zhijie Xiao (2000), "Inference on the Quantile Regression Process'', unpublished.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>