Steve: I would guess that the problem relates to the large number of tied values of -1 in your dependent y variable. You could randomly jitter these y = -1 by adding a random uniform number between, say, [ -0.01, 0.01] and see if the rq() converges to a solution. Then you would know that was the numeric computing issue. Then the question would be what to do next? Seems like a funny data problem with a point mass of responses at -1. Perhaps only higher quantiles, say 0.80, are going to give usable estimates. Perhaps the jittered responses can yield a reasonably interpreted estimate.
Brian Brian S. Cade, PhD U. S. Geological Survey Fort Collins Science Center 2150 Centre Ave., Bldg. C Fort Collins, CO 80526-8818 email: brian_c...@usgs.gov tel: 970 226-9326 From: Steven R Corsi <srco...@usgs.gov> To: r-help@r-project.org Date: 07/21/2011 04:04 PM Subject: [R] Quantreg-rq crashing trouble Sent by: r-help-boun...@r-project.org Hi I am using the quantreg package for median regression for a large series of subsets of data. It works fabulously for all but one subset. When it reaches this subset, R takes the command and never responds. I end up having to kill R and restart it. It appears to be something with the particular data subset, but I can't pinpoint the problem. Here are some details Operating system: Windows 7 R version: 2.12.1 Here is the data and the rq command that gives me trouble: library(quantreg) x <- c(-0.340778085786686,-0.573639751645382,-0.663932762810308,-0.438591328531796,0.302202380883637,-0.675558868120683,-0.764547425063882,-0.751796238115147,-0.481835451050657,-0.588287304540034,-0.622315341312595,-0.542777491991884,-0.552343921339062,-0.587743299883,-0.758233854317935,-0.783134744819092,-0.97774093234124,0.859832969267456,0.69037126308323,0.185409334523753,-0.432951955490942,-0.988120972598647,0.243223425575187) y<- c(2.35531739878456,-1,2.26484142532915,-1,2.86895579641295,2.6655997506336,-1,1.33021078457153,-1,-1,-1,1.82633400562222,1.60831204269733,-1,2.45313479655685,-1,-1,-1,-1,-1,-1,-1,-1) fit1 <- rq(y ~ x, tau = .5) Any feedback would be greatly appreciated. Thanks Steve -- =============================================== Steven R. Corsi Phone: (608) 821-3835 Research Hydrologist email: srco...@usgs.gov U.S. Geological Survey Wisconsin Water Science Center 8505 Research Way Middleton, WI 53562 ______________________________________________ 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. [[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.
