[R] Exact quantile regression

2005-05-05 Thread Per Bak
Hi, I have been returning to the same problem a number of times without success and now look for help with the following: How do I fit a distribution function with the same number of parameters as there are quantiles and values such that I get an exact solution as opposed to a minimum least

Re: [R] Exact quantile regression

2005-05-05 Thread Greg Snow
Here is an approach using optim: tmpfunc - function(param){ ml-param[1] sl-param[2] (qlnorm(.15,ml,sl)-10)^2 + (qlnorm(.5,ml,sl)-30)^2 } res - optim(c(1,2), tmpfunc) res - optim(res$par, tmpfunc) res hope this helps, Greg Snow, Ph.D. Statistical Data Center, LDS