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gbnlqreg - Non linear quantile regression


gbnlqreg [options] <function definition>


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.


-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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