NAME
gbnlqreg - Non linear quantile regression
SYNOPSIS
gbnlqreg [options] <function definition>
DESCRIPTION
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)
AUTHOR
Written by Giulio Bottazzi
REPORTING BUGS
Report bugs to <[email protected]>
Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>
COPYRIGHT
Copyright © 2001-2018 Giulio Bottazzi This program is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License (version 2) as published by the Free Software Foundation;
This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.