rqProcess {quantreg} | R Documentation |

## Compute Quantile Regression Process

### Description

Computes the quantile regression process for the model
specified by the formula on the grid specified by the
taus argument. Intended for use in `khmaladze.test`

.

### Usage

rqProcess(formula, data, taus = seq(0.2, 0.8, by = 0.1))

### Arguments

`formula` |
model formula |

`data` |
data frame to be used to interpret formula |

`taus` |
quantiles at which the process is to be evaluated |

### Details

The process computes point estimates and also returns an array
with the J and Hinv matrices needed to compute standardizations.

### Value

`coefs` |
Point estimates of the coefs of the model |

`J` |
J matrix of the usual qr sandwich formula, without
any tau(1-tau) factor |

`Hinv` |
Hinv matrices of the usual qr sandwich formula,
this is an array of dimension (p,p,m) |

### Author(s)

R. Koenker

### See Also

`table.rq`

, `khmaladze.test`

### Examples

[Package

*quantreg* version 3.82

Index]