R: Preprocessing bootstrap method

boot.rq.pxy {quantreg} | R Documentation

## Preprocessing bootstrap method

### Description

Bootstrap method exploiting preprocessing strategy to reduce computation time for large problem.

### Usage

    boot.rq.pxy(x, y, s, tau = 0.5, coef, method = "fn", Mm.factor = 3)

### Arguments

`x` | Design matrix
`y` | response vector
`s` | matrix of multinomial draws for xy bootstrap
`tau` | quantile of interest
`coef` | point estimate of fitted object
`method` | fitting method for bootstrap
`Mm.factor` | constant to determine initial sample size

### Details

See references for further details.

### Value

Returns matrix of bootstrap estimates.

### Author(s)

Blaise Melly and Roger Koenker

### References

Chernozhukov, V. I. Fernandez-Val and B. Melly, Fast Algorithms for the Quantile Regression Process, 2019, arXiv, 1909.05782,

Portnoy, S. and R. Koenker, The Gaussian Hare and the Laplacian Tortoise, Statistical Science, (1997) 279-300

### See Also

`rq.fit.ppro`

[Package quantreg version 5.83 Index]