khmaladzize             package:quantreg             R Documentation

_F_u_n_c_t_i_o_n _t_o _c_o_m_p_u_t_e _K_h_m_a_l_a_d_z_e _T_r_a_n_s_f_o_r_m_a_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     Function to compute the recursive least squares transformation of
     the quantile regression process for the rq.test.khmal procedure.

_U_s_a_g_e:

     khmaladzize(tau, atau, Z, location.scale)

_A_r_g_u_m_e_n_t_s:

     tau: quantiles specified in the fitted model

    atau: xbar'betahat(tau) at these quantiles

       Z: full rq process

location.scale: if T do location-scale transformation, if F do location
          transformation

_D_e_t_a_i_l_s:

     Uses adaptive kernel density estimation akj() to estimate score
     functions.

_V_a_l_u_e:

     Returns transformed Z process.

_A_u_t_h_o_r(_s):

     R. Koenker

_R_e_f_e_r_e_n_c_e_s:

     Koenker, Roger and Zhijie Xiao (2000), "Inference on the Quantile
     Regression Process'', unpublished. <URL:
     http://www.econ.uiuc.edu/~roger/research/inference/inference.html>

