Re: [R] quantile regression: out of memory error

Using tau = -1 is causing rq() to try and estimate all possible quantiles and store the results. With 11253 observations this would be a formidable feat. Try estimating the model with say tau = 1:99/100 to give a more tractable number of estimates. Brian Brian S. Cade, PhD U. S. Geological

Re: [R] quantile regression: out of memory error

Paul, Yours is NOT a large problem, but it becomes a large problem when you ask for ALL the distinct QR solutions by specifying tau = -1. You probably don't want to see all these solutions, I suspect that only tau = 1:19/20 or so would suffice. Try this, and see how it goes. Roger url:ww

Re: [R] quantile regression: out of memory error

Koenker [mailto:rkoen...@uiuc.edu] Sent: Monday, July 11, 2011 12:48 PM To: Prew, Paul Cc: r-help@r-project.org help Subject: Re: [R] quantile regression: out of memory error Paul, Yours is NOT a large problem, but it becomes a large problem when you ask for ALL the distinct QR solutions by