function b = rq_fnm(X, y, p) % Construct the dual problem of quantile regression % Solve it with lp_fnm % % Function rq_fnm of Daniel Morillo & Roger Koenker % Found at: http://www.econ.uiuc.edu/~roger/rqn/rq.ox % Translated from Ox to Matlab by Paul Eilers 1999 % [m n] = size(X); u = ones(m, 1); a = (1 - p) .* u; b = -lp_fnm(X', -y', X' * a, u, a)';