[R] What's meaning of the lambda in nlrq output
Sun, Shuguang
shuguang at gmail.com
Fri Dec 29 14:28:09 CET 2006
I used the nlrq function in the package "quantreg". There is a lambda in
the output when I set trace=TRUE.
With different start point, the results are converged, but the last
lambda is different.
I want to know the meaning "lambda=1" and "lambda=0".
Many Thanks!
Examples of output
1. Where the last lambda=1:
108.6581 : 0.3 8.0
iter 0 value 108.658087
final value 49.875178
converged
lambda = 0.6304686
49.87518 : 0.3539175 5.6116474
iter 0 value 48.123700
final value 48.120120
converged
lambda = 0.7646881
48.12012 : 0.4701847 6.4582566
iter 0 value 47.833255
final value 47.832257
converged
lambda = 0.8588522
47.83226 : 0.5052472 6.8564865
final value 47.802009
converged
lambda = 1
47.80201 : 0.5257616 7.0207726
iter 0 value 47.776363
final value 47.747994
stopped after 4 iterations
lambda = 0.5044797
47.74799 : 0.5474859 7.1612348
final value 47.746067
converged
lambda = 1
47.74607 : 0.5503345 7.1881443
iter 0 value 47.746099
final value 47.746099
converged
lambda = 0.999864
47.7461 : 0.5502692 7.1879762
2. Where the last lambda=0:
54.16497 : 0.6 8.0
iter 0 value 54.164967
final value 47.768140
converged
lambda = 0.2133083
47.76814 : 0.5560481 7.2205976
iter 0 value 47.768140
final value 47.767343
converged
lambda = 0.004997877
47.76734 : 0.5557633 7.2172873
iter 0 value 47.787967
final value 47.747700
stopped after 3 iterations
lambda = 0.1719594
47.7477 : 0.547935 7.165428
iter 0 value 47.799883
final value 47.747700
converged
lambda = 0
47.7477 : 0.547935 7.165428
--
Shg SUN
@China
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