R: Recursive Least Squares

lm.fit.recursive {quantreg} | R Documentation

## Recursive Least Squares

### Description

This function fits a linear model by recursive least squares. It is a utility routine for the `KhmaladzeTest` function of the quantile regression package.

### Usage

    lm.fit.recursive(X, y, int=TRUE)

### Arguments

`X` | Design Matrix
`y` | Response Variable
`int` | if TRUE then append intercept to X

### Value

return p by n matrix of fitted parameters, where p. The ith column gives the solution up to "time" i.

### Author(s)

R. Koenker

### References

A. Harvey, (1993) Time Series Models, MIT

[Package quantreg version 5.70 Index]