我正在尝试使用“quantreg”库的 rq 函数进行分位数回归。我有一个问题,因为当我添加“权重”参数时,R 完全崩溃了。
我在这里添加了一个可重现的示例:
library(quantreg)
prof <- seq(1, 500)
n_profit <- 150
xpred <- seq(min(prof), max(prof), length = n_profit)
x = prof
h=10
tau = 0.5
y <- c(rep(NA, 60), rnorm(n = length(prof) - 60))
z <- x - xpred[1]
z2 <-z^2
wx <- dnorm(z/h)
然后,这有效:
r <- rq(y ~ z + z2, tau = 0.5, ci = FALSE)
但是如果我尝试像这样添加权重参数
r <- rq(y ~ z + z2, tau = 0.5, weights = wx, ci = FALSE)
我收到消息“R 会话中止,R 遇到致命错误...”
这里,R信息:
sessionInfo()
R version 3.5.0 (2018-04-23)
Platform: x86_64-w64-mingw32/x64 (64-bit)
Running under: Windows >= 8 x64 (build 9200)
Matrix products: default
locale:
[1] LC_COLLATE=French_France.1252 LC_CTYPE=French_France.1252
LC_MONETARY=French_France.1252
[4] LC_NUMERIC=C LC_TIME=French_France.1252
attached base packages:
[1] stats graphics grDevices utils datasets methods base
other attached packages:
[1] quantreg_5.35 SparseM_1.77
loaded via a namespace (and not attached):
[1] compiler_3.5.0 Matrix_1.2-14 tools_3.5.0
MatrixModels_0.4-1 grid_3.5.0
[6] lattice_0.20-35
RStudio
Version 1.1.447 – © 2009-2018 RStudio, Inc.
注意:此示例适用于 R 版本 3.3.3。
你知道如何解决它吗?