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gbnlqreg - Non linear quantile regression

Author

       Written by Giulio Bottazzi

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.

Name

       gbnlqreg - Non linear quantile regression

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)

Reporting Bugs

Synopsis

gbnlqreg [options] <functiondefinition>

See Also