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gbnlqreg - Online in the Cloud

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This is the command gbnlqreg that can be run in the OnWorks free hosting provider using one of our multiple free online workstations such as Ubuntu Online, Fedora Online, Windows online emulator or MAC OS online emulator

PROGRAM:

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)

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