cobs()
|
|-> shat()
| |
| \-> dn
|
|--> getdim2()
|
|-> qbsks()
| |
| |
| v
\-> drqssbc2()
| /^
| / (possibly calls itself once)
|--
|
|-> l1.design2()
|
|-> loo.design2()
|
|-> rq.fit.sfn() {quantreg}
|
\-> rq.fit.sfnc() {quantreg}
qbsks(x,y,w,pw, knots,nknots, degree,Tlambda,constraint, equal,smaller,greater,gradient, coef,maxiter, pswitch, n.equal,n.smaller,n.greater,n.gradient, nrq,nl1, neqc, nj0, tau,lam,tmin,kmax,lstart, ks,mk.flag, knots.add, ic, print.mesg, factor,print.warn)
drqssbc(x,y,w,pw, knots, degree,Tlambda,constraint, equal,smaller,greater,gradient, coef,maxiter, pswitch, n.equal,n.smaller,n.greater,n.gradient, nrq,nl1, neqc,niqc, nvar,nj0, tau,lam,tmin,kmax,lstart, factor,print.warn)
cobs99
COBS – Constrained B-splines (Version 1.0)
COBS is a constrained B-splines algorithm that computes constrained quantile curves using linear or quadratic splines. The median spline may be used as an attractive alternative to constrained smoothing.
A postscript version of the paper that describes the detail of COBS can be downloaded from http://www.cba.nau.edu/pin-ng/cobs.html
This is a beta version (no longer the case)
We do appreciate comments and suggestions. Please send bugs or problems to Martin Maechler maechler@stat.math.ethz.ch and also pin-ng@nau.edu or he@bahadur.stat.uiuc.edu
Martin Maechler maechler@stat.math.ethz.ch http://stat.ethz.ch/~maechler/ Seminar fuer Statistik, ETH-Zentrum LEO C16 Leonhardstr. 27 ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
Pin T. Ng College of Business Administration PO Box 15066 Flagstaff, AZ 86011-5066 vox: (928) 523-8726 fax: (928) 523-7331 e-mail: Pin.Ng@nau.edu url: http://www.cba.nau.edu/pin-ng
old affiliations :
Pin T. Ng Xuming He
Department of Economics Department of Statistics
University of Illinois University of Illinois
Champaign, IL 61820 Champaign, IL 61820
Dec 20, 2001: Prof. Pin T. Ng explicitly allowed Martin Maechler to port and distribute this for R.
–> First public release to CRAN, 18 April 2002, version 0.9-3
See also the following files
name | content |
---|---|
./TODO | Martin’s “to do” list (he has also ./00-FIXME) |
./ChangeLog | Martin’s ``log book’’ on changes done. |
./R_README | calling tree of R functions, .. |
./inst/scripts/READ | ME about Ng&He (1994)’s 3 examples |
./tests/README | explaining a bit about current “instability” problem |
Martin Maechler maechler@stat.math.ethz.ch http://stat.ethz.ch/~maechler/ Seminar fuer Statistik, ETH-Zentrum ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND