gbnlqreg(1)
Non linear quantile regression
Description
GBNLQREG
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
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-O |
type of output (default 0) |
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0 |
parameters |
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1 |
parameters and errors |
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2 |
<variables> and residuals |
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3 |
parameters and variance matrix |
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-V |
variance matrix estimation (default 0) |
0 <gradF gradFˆt> 1 < Jˆ{-1} > 2 < Hˆ{-1} > 3 < Hˆ{-1} J Hˆ{-1} >
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-q |
set the quantile (default .5) |
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-M |
choose optimization method (default 0) |
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0 |
Nelder-Mead Simplex o(N) |
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1 |
Nelder-Mead Simplex o(Nˆ2) |
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-s |
initial simplex scaling (default 1) |
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-e |
minimization tolerance (default 1e-5) |
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-F |
input fields separators (default " \t") |
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-h |
this help |
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-v |
verbosity level (default 0) |
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0 |
just results |
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1 |
comment headers |
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2 |
summary statistics |
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2 |
summary statistics |
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3 |
covariance matrix |
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4 |
minimization steps |
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5 |
model definition |
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-N |
max minimization steps (default 500) |
AUTHOR
Written by Giulio Bottazzi
REPORTING BUGS
Report bugs to <gbutils@googlegroups.com>
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.