[R] Problem with ols in quantreg package

AndiBuck at gmx.de AndiBuck at gmx.de
Thu May 25 12:40:59 CEST 2006


Hello everybody!

I am currently using the quantreg package on R 2.2.1. for my diploma thesis and want to create plots with plot.summary.rqs, which should work like this:


Usage:

     plot.summary.rqs(x, nrow=3, ncol=2, alpha = 0.1, ols = TRUE, ...) 

Arguments:

       x: an object produced by rq() fitting  

    nrow: rows in mfrow 

    ncol: columns in mfrow

   alpha: alpha level of confidence bands

     ols: if TRUE, plot ols coefs and their error band

     ...: optional arguments to plot





But I don't get the plotting of the ordinary least squares coefficients and error bands for my data... It also doesn't work if I create phantasy data like this:

x<-rnorm(100)
y<-rnorm(100)/2
z<-rnorm(100)+2.5
qr<-rq(x~y+z , tau=c(0.1,0.2,0.3,0.4,0.5,0.6,0.7,0.8,0.9))
plot.summary.rqs(summary(qr),alpha=0.1,ols=TRUE)



Can anybody help me out?
Thank you!
Andreas


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