Dear All, I,m trying to fulfill a constraint nonparametric quantile regression analysis for monthly stock index and gdp (159 cases of data) using rqss function of quantreg package. I need to specify that stock prices are nondecreasing with growing gdp.
I tried the following simple code fit1<-rqss(stock~gdp) fit2<-rqss(stock~qss(gdp,constraint="I")+time) but R produces an error message for the firsts line of the code Error in rqss.fit(X, Y, tau = tau, rhs = rhs, nsubmax = nsubmax, nnzlmax = nnzlmax, : object 'rhs' is not found for the second line of the code Error in D %*% B : NA/NaN/Inf when calling external function (argument 7) If I use returns instead of prices, the analysis goes. But I need to regress prices. What is wrong in my specification? Are there any restrictions in the rqss approach? -- View this message in context: http://r.789695.n4.nabble.com/rqss-help-in-Quantreg-tp3392770p3557884.html Sent from the R help mailing list archive at Nabble.com. [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
