[R] Interpreting results of rq() when tau = -1

Rich Shepard rshepard at appl-ecosys.com
Wed May 14 20:32:31 CEST 2014


   I've read the quantreg vignette and ?rq and applied rq() to Brownlee's
stack loss data set. The results when I specify the desired output quantile
(tau) are easily understood. When I specify tau = -1 (as in the 4th example
in ?rq) I do not know what I'm seeing as the results. The code is:

data(stackloss)
rq(stack.loss ~ stack.x, tau=-1) # which the help page tells me returns the
 				 # full rq process

   Please point me to some documentation that explains the extensive results
of the full rq process.

Rich



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