gbnlqreg1
Non linear quantile regression
Usage
gbnlqreg [options]
<function
definition>
Overview
Non linear quantile regression. Read data in columns (X_1 .. X_N). The model is specified by a function f(x1,x2...) using variables names x1,x2,..,xN for the first, second .. N-th column of data. f(x1,x2,...) are assumed i.i.d.
Options
-
-O -
type of output (default 0)
0
|
parameters |
|---|---|
1
|
parameters and errors |
2
|
<variables> and residuals |
3
|
parameters and variance matrix |
-
-V -
variance matrix estimation (default 0)
-
0 <gradF gradF^t> 1 < J^{-1} > 2 < H^{-1} > 3 < H^{-1} J H^{-1} >
-
-q -
set the quantile (default .5)
-
-M -
choose optimization method (default 0)
0
|
Nelder-Mead Simplex o(N) |
|---|---|
1
|
Nelder-Mead Simplex o(N^2) |
-
-s -
initial simplex scaling (default 1)
-
-e -
minimization tolerance (default 1e-5)
-
-F -
input fields separators (default " \t")
-
-h -
this help
-
-v -
verbosity level (default 0)
0
|
just results |
|---|---|
1
|
comment headers |
2
|
summary statistics |
2
|
summary statistics |
3
|
covariance matrix |
4
|
minimization steps |
5
|
model definition |
-
-N -
max minimization steps (default 500)
Releases
5 releases since Debian 9 (Stretch); the text changed 3 times.