[R] quantreg speed

[Yunqi Zhang]

Hi all,

I'm using quantreg rq() to perform quantile regression on a large data set.
Each record has 4 fields and there are about 18 million records in total. I
wonder if anyone has tried rq() on a large dataset and how long I should
expect it to finish. Or it is simply too large and I should subsample the
data. I would like to have an idea before I start to run and wait forever.

In addition, I will appreciate if anyone could give me an idea how long it
takes for rq() to run approximately for certain dataset size.

Yunqi

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