418edde03e
Upstream changes:
5.30
1. Removed Y argument in crq GRAD subroutine, which seems to be superflous.
5.31
1. Added bag of little bootstraps option to summary.rq. Needs further
testing.
5.32
1. Modified the BLB code to use boot.rq.wxy so that the inner loop was all
in fortran, would be nicer if this loop were done with "fn" rather than "br".
See the note in boot.rq above boot.rq.spwy.
2. modified the crq.pdf file to fix a mento in the description of the Peng
Huang algorithm.
5.33
1. Added option to return density estimates from predict.rqs
2. modified rq.fit.fnb to include a rhs input argument.
3. modified boot.crq to properly deal with only one tau requests
and also changed the default for printing progress report to n - 100,000.
Both suggested by Steve Portnoy.
4. modified boot.rq so it returns cov(B$B) not cov(B) as reported
by Marco Geraci
5. Fixed bug in anova.rqlist to correct error when "fn" method was used
and no $y component was returned. Reported by Tom LaBone.
6. Fixed bug in summary.rqss -- control parameters weren't getting
passed to chol call properly. (Reparted by Geoffrey Shideler (NOAA).)
7. Added init.c to register .Fortran calls and removed the package =
"quantreg" argument.
5.34
1. Fix a bug in rqss to allow control parameters to be passed to rqss.fit
when the method is "lasso" (pointed out by Heracles Apergis.)
2. changed nrow(R) to NROW(R) in rq.fit.hogg thanks to Paul Newell for bug
report.
3. fixed axis label typo in demo engel2.
4. Added Panel.R demo to illustrate fixed effect panel estimation, a la
Galvao job market talk.
5. Some changes to crq.fit.por as suggested by SLP:
line 1: add an input variable mw (the error messages suggest changing mw if
there are problems with resolving degeneracies or trying to pivot too far,
and so it should be possible to do this without getting into the deep part of
the code)
lines 3 and 5: test that x is a matrix and add column names if they are
missing
line 39: define mw so that the fortran constraint is satisfied
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