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 <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.