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 BottazziREPORTING BUGS
Report bugs to <[email protected]>
Package home page <http://cafim.sssup.it/~giulio/software/gbutils/index.html>
COPYRIGHT
Copyright © 2001-2015 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.