Distributed Quantile Regression by Pilot Sampling and One-Step Updating
Required R
version: 3.5.1
Files:
estimator.R
: one-shot estimation and one-step estimation for distributed quantile regressionsimulator.R
: simulation functions to generate random/non-random datauilts.R
: other functions usedmain.R
: generate data, conduct estimation and generate plot
Please run main.R
to see how to use the functions.