#This is an archive of software and test problems for the paper An Interior Point Algorithm for Nonlinear Quantile Regression by Roger Koenker and BJ Park This version was prepared March 31 1994 in Prague Problems and Questions regarding this software should be directed to roger@ysidro.econ.uiuc.edu The archive is in tar.Z format and can be obtained by clicking here<\a>
This software may be redistributed for any non-commercial purpose. The archive contains the following files data.s S+ files which should be installed with source("data.s") These files contain the S+ source for the function nlrq() which contains the algorithm, all lower level functions it calls, and the problem specific code for all of the test problems used in the paper. nlrq.d S+ documentation file for the function nlrq, which should be installed in some appropriate .Help directory i.e. cp nlrq.d .Data/.Help/nlrq test.rq.1.s An S+ source file which runs the complete suite of test problems using the k=1 setting (Meketon steps per iteration =1) invoking this in S+ (source("test.rq.1.s") produces a file test.rq.1.oo which may be compared with the .o files below) test.rq.2.s An S+ source file which runs the complete suite of test problems using the k=2 setting (Meketon steps per iteration =2) invoking this in S+ (source("test.rq.2.s") produces a file test.rq.2.oo which may be compared with the .o files below) test.rq.1.o An S+ source output file for the complete suite of test problems using the k=1 setting (Meketon steps per iteration =1) test.rq.2.o An S+ source output file for the complete suite of test problems using the k=2 setting (Meketon steps per iteration =2) text directory containing postscript files of various pieces of the paper see readme file there for details.