R quantreg ：边界条件 rq() 函数进入无限循环

问题描述

我遇到了一个问题

rq(y ~ x,tau = 0.50,method = "br")

未完成计算。没有错误和警告。 我跟踪代码，发现 rq.fit.br() 中的 .Fortran() 没有完成计算。我不熟悉 Fortran，所以让我在这里问这个问题。 我想知道导致这个无限循环的边界条件。如果我知道，我可以避免这种无休止的计算。

提前感谢您的帮助。

# The problematic input data :
y <- c(
  0,0.234,0.117,0.351,0.585,0.703,0.468,0
)

x <- c(
  24.4018079,28.8807817,40.4440632,22.6231939,21.5390181,27.6194884,32.9537276,23.0931019,24.6333219,32.2419818,23.401991,32.4394215,18.980218,36.1419718,52.0712614,24.5704906,60.3779992,31.7383285,33.7286139,17.3276892,30.7991282,50.9481105,31.080127,53.3908315,17.6551953,27.7416689,27.2468471,27.1576005,23.1742951,41.4709552,41.967935,27.8544524,19.8297627,27.620431,15.2351169,18.3377948,25.0163879,25.2405723,33.3461355,48.2266249,24.3607428,27.7216683,26.6296912,28.4811453,30.1760888,26.8148476,25.128683,23.8027916,30.7355199,30.5610606,41.6265463,26.175877,27.9212294,37.9277741,25.1736093,24.4808208,28.8720055,23.4672164,20.0011668,24.0894199,28.4711092,21.9160106,26.516336,16.7173241,24.9135346,26.2081573,21.091112,32.6515246,30.2453634,24.3514448,27.8053967,27.0362428,25.8530264,40.8166319,21.7807126,30.2581439,35.0799978,38.2687556,46.9241502,35.4400451,25.0417079,20.9683041,18.9136417,26.9527511,32.5955477,24.1518614,33.2041696,29.5174409,31.9583297,38.5216324,46.6958841,31.8675876,29.4891597,32.2909144,27.8331436,27.3906857,36.2563286,17.9700065,26.2149315,29.4081605,40.4465888,24.6274318,32.0388361,22.6569988,21.6720743,16.7256267,16.852218,13.8423948,25.4936663,26.6811577,26.812348,29.8681522,27.7055245,15.006916,27.7348524,26.4439379,30.0100718,37.0017757,14.5881997,31.0969282,18.1142671,14.4049902,37.6274298,44.3967524,27.5595956,19.4116367,20.0019715,16.9236606,26.246288,35.607556,30.3840455,30.3815949,24.5976682,37.809445,21.577438,21.8125242,14.5899396,23.6670936,25.268452,31.6692812,22.690343,24.3731279,33.3598046,29.6117162,39.1297631,15.2346245,26.0681545,25.4259568,42.6836935,23.7939986,41.4657106,25.8638121,41.9544915,26.7980014,19.7041992,19.8906546,33.3622323,28.7616006,36.8331863,38.3432724,13.2298725,18.7853833,25.4594015,30.0428453,24.0999749,28.5411825,23.7460138,15.7947625,36.502406,46.1166203,26.2032695,19.0759098,25.7247696,27.8923323,35.3435019,28.7847773,28.7935475,18.5619149,39.1965545,28.0817298,26.4450131,28.0224018,30.3223318,35.6540999,28.2432116,25.3455388,25.9718787,32.34494,44.2724262,31.45872,29.6019651,20.3401629,18.4580252,37.232467,34.3359164,44.1724399,23.4782245,27.4645108,27.1781198,18.6422675,19.2272688,30.8315997,25.5801722,22.4312101,15.3473977,27.472274,24.4604204,22.5680019,14.6711321,17.4751012,59.8056645,24.4605417,22.4188914,24.111513,18.9521777,29.562426,21.1020296,31.1739265,24.7056341,22.9724849,22.0160131,30.531877,18.4457535,28.0308361,27.8577984,23.3738145,33.924868,23.397325,29.6069946,18.181721,31.6132161,25.0790305,28.2104791,22.931505,29.4002554,18.5959381,25.0670957,18.7296132,24.770169,24.9230376,29.4113636,20.8127034,24.3650603,16.2016467,24.9011517,28.7432186,31.7488893,15.4118624,32.5145935,15.0132364,22.2026089,28.3184513,30.7058983,30.7271516,42.0031247,44.6998899,36.0661786,21.6462755,32.1853902,43.8380628,27.4295037,33.3694872,24.8508583,26.4525086,27.7657697,28.7656539,27.8993627,24.1259411,31.7960144,20.1717771,24.6846924,31.3695283,16.9871094,27.3006097,24.353586,24.2973128,22.2143346,32.5385164,46.238405,15.87873,24.8137702,31.6289988,16.7381839,28.4660331,38.6910685,34.4105544,26.0612181,21.1271684,26.6423251,24.5583478,23.493619,26.539979,28.6731828,28.239095,18.9509248,24.0585342,27.0629323,25.4465092,26.7561273,32.5888733,34.5808151,29.2271733,39.7868991,25.690253,39.4753614,15.3304099,43.0529772,26.977613,12.5825155,19.4012753,21.718714,26.4869929,26.1744893,18.1392682,27.6152192,21.0045136,28.0224205,26.5692797,28.9952192,35.6324021,27.6756153,24.1850861,27.8542562,30.6187182,25.4835887,27.6732922,27.6414935,19.2370806,26.8892099,23.5372461,26.8561243,31.2019592,42.2955339,30.0204426,32.4021614,20.7569456,27.2942332,23.9750141,26.2850638,16.7624382,33.0947322,24.0859599,32.1946124,29.4301999,30.2732967,21.4577098,49.1818696,51.8139063,38.768469,35.5710685,26.370072,30.6496823,39.3829068,15.2329246,26.0432293,35.6630347,29.6303257,41.2432668,45.2378368,34.3707241,30.5024637,19.9775718,17.801213,26.1688732,28.4875885,29.7568102,29.1107832,36.2328291,31.8214314,38.6204676,36.8834063,42.6788448,28.7272819,28.626164,34.291455,13.2104893,46.3331664,25.6895379,15.6121566,24.8888988,15.5789419,26.7369002,46.104393,23.2856908,20.3333047,30.5485,15.6038882,28.7037872,32.3490014,28.0980547,30.1026873,15.7965292,23.5073005,23.9334505,19.6343642,22.1035284,24.9623722,17.4625706,19.5039162,28.129359,26.2476225,26.7068015,30.9865519,26.9848648,25.3245441,27.8976892,27.4579313,41.9166111,17.2998378,29.7315102,25.7406406,22.2793813,36.3643588,20.9277299,44.1597183,27.5133605,25.6170785,50.9843355,26.9664186,49.9873232,20.9170467,24.1125628,36.8751858,34.3871658,20.4164672,25.8413742,40.4310466,21.2163069,36.3361406,38.0197324,33.3294001,21.4165966,28.4923429,22.1280619,22.4756409,30.2215385,41.7292709,36.8907943,31.5413965,26.1837229,37.0218326,25.6081831,28.1776375,29.8671555,29.3736138,35.4604974,18.7050421,22.255564,33.6674798,29.5201891,24.0745051,31.8653496,27.0345565,26.0525699,23.0252921,28.5281226,33.71177,29.0951349,21.7951779,31.0860777,22.6393045,19.0780616,24.3621088,29.5905486,26.5586841,42.5486628,33.6081618,25.1165999,17.9542253,24.9186609,38.5966133,17.0141855,23.0060186,30.1943135,27.1080814,28.6187819,24.1290464,41.5916513,43.4616517,21.3195541,26.1493297,20.9077832,25.7692305,29.4261399,29.2463376,28.8000356,25.1911071,35.8697203,22.2615425,31.4633835,24.1877693,22.8952581,15.1601842,32.3567013,27.3661214,39.0040261,32.0344394,18.0945006,23.8093766,31.8086423,40.3121132,30.3588501,25.9724817,44.6408476,43.4099194,30.3728664,33.5631618,23.0705636,27.4936808,36.8187291,32.9492242,29.5742094,25.5605033,23.7780532,25.3959579,38.1226182,24.9726063,46.6698573,51.4411263,25.9290155,31.1392917,52.7543492,31.7838842,30.0237536,25.819024,29.7256644,28.6428477,32.1406846,42.8654594,33.7451799,37.9804767,28.7298898,26.8582201,46.1198892,32.7408768,55.5203714,31.495731,51.0941729,24.314699,33.4828115,24.4570093,29.5138786,21.5354954,30.317556,24.6148894,17.7956648,31.7810597,30.4743448,19.8238082,32.3247417,27.3858365,29.8964156,29.7147584,25.2144471,43.6346636,28.5816332,26.0747485,39.6629311,29.0223235,28.5093962,26.6550715,30.5273411,20.8669945,29.1348172,21.710507,24.8998055,32.975078,39.652974,17.3980911,40.1282322,35.8886658,27.829678,49.7612583,31.9280938,28.5301198,27.4779753,25.1837491,32.5874968,25.1871786,21.9365623,26.8613984,24.9095698,32.8732303,27.1493754,22.0098701,34.8794858,32.4926707,15.6674662,24.9172861,27.4232858,28.6305736,32.8272527,20.0910068,40.1099478,23.6793994,26.1303681,32.4211306,36.3060647,13.3999648,29.8795415,42.9840395,24.9583988,22.7460185,43.3399476,25.5209943,18.1369994,28.7716568,25.3741116,30.5742097,32.1805709,23.9898692,28.0885658,30.6875465,22.8677012,34.825549,29.3668426,34.999954,41.5279957,22.285163,24.0556159,15.200475,21.4487252,19.0435518,30.7447739,15.9420322,16.7287114,28.6306528,29.554746,16.4364149,31.3476225,34.9007223,30.0167197,27.4047092,27.0686892,26.8545017,16.7846713,23.2117939,31.6776801,29.9123239,32.8621553,21.3552832,50.75349,23.991315,29.7791991,24.7992546,27.5752878,17.4821681,26.911058,25.3942484,31.8553779,29.6222535,22.8196871,31.0947927,41.7734339,35.4348117,20.5096086,28.8058813,38.8916449,24.7993731,33.1395299,21.5910174,27.5014509,15.826052,27.9783595,40.0840328,28.2133025,32.194761,54.2405209,31.9051349,25.4699985,25.2212782,22.0680464,14.9236318,37.6760713,33.189865,33.3475948,23.3487752,26.42338,30.3284095,24.8590412,15.1272312,24.4415683,24.3445192,32.8710454,43.5016354,38.9345868,15.6964367,33.7304737,21.6569327,26.3130489,22.4141185,28.3356213,31.1180693,26.1339403,19.5924288,27.3062312,70.0232447,31.4218925,31.6894943,70.6923221,27.8249275,45.9796955,27.5667195,39.3534247,25.2532679,26.6210675,42.0462846,57.8231799,32.1834225,35.3014761,21.4324152,30.7373532,29.6940796,51.0814799,26.3502205,19.3649445,24.7811548,21.3144558,44.4579779,30.3942605,24.9829469,30.9145726,22.6600533,33.542845,25.0688544,23.3785057,31.7691544,30.4176433,37.8272268,36.0808069,31.3964826,18.1158916,22.5676528,27.3483272,23.0186353,20.550375,39.3741719,20.2418609,21.1396468,66.5203361,62.4761334,29.6869787,26.3493349,37.4383524,11.9058338,26.0618828,27.7359828,16.1160718,15.9020783,24.2150908,25.8994792,27.4616096,32.8780234,27.1384018,14.7083443,36.2070307,36.4121969,30.5070904,29.0891587,20.2350553,25.2963738,15.7358134,16.9517607,34.2212512,27.7858155,28.1410475,29.6620824,26.7803718,27.2988802,19.9575323,30.1752288,27.5984041,28.1399913,16.9137777,32.6449213,23.451331,30.4658547,21.8190914,22.1539569,24.4125483,24.8686785,26.2065556,16.5003938,35.8479682,24.0469412,40.4014116,33.4889847,22.8764475,47.3298653,18.5901704,30.3538952,36.3691136,31.4970049,19.9467581,29.2147637,27.4377932,36.0034333,37.0777657,29.8718446,32.4984043,32.6625905,35.8877784,32.6524614,54.8709701,16.2960404,25.8058264,23.3658142,22.3081803,19.9078811,63.384812,28.1309744,37.47588,30.4532575,44.6020145,33.2618816,24.0572143,13.706158,37.4377234,26.3083542,21.7035413,55.5107049,15.4091252,41.8114748,32.530624,51.0474142,46.2803631,23.4427667,38.9682187,26.6724182,21.1864403,40.0251724,36.3530887,17.4979165,35.06262,23.74311,36.424138,27.5016505,16.5533966,21.071959,32.0166696,31.6319279,58.1904527,29.5304514,26.0416582,33.6718921,40.8230363,38.4883028,27.2786438,24.1567016,18.165015,39.4164839,25.5206923,29.2113946,54.5010605,28.7706133,18.5841954,44.3722705,20.11255,29.4044921,30.7372406,14.0238355,33.6927312,16.1737632,38.0253688,26.6644105,18.53842,27.7307437,51.8477646,32.6874462,30.5680848,30.9982972,27.7979667,21.532476,24.7052444,39.1467731,58.5943291,23.1092334,36.9199715,29.3797749,15.8163776,28.6779247,33.0831701,22.6006952,22.7515948,38.4527168,31.9983674,40.9573834,23.3273802,19.8011584,35.6943063,35.3977388,22.0540011,34.1045856,27.5684501,25.5696024,23.621706,21.9372108,30.2297453,32.0413651,34.8618642,37.8348272,25.6725508,26.6521851,18.6582369,35.5246539,25.1168522,25.1152485,27.4422305,27.5549447,40.7587422,46.997187,16.5311856,28.7304576,28.3537612,29.3829696,30.9081955,33.0904867,54.6381586,38.9128035,35.0343507,23.9988363,28.0781288,22.4621496,32.9971513,25.2213571,30.1988958,23.9096162,46.0506056,32.1925042,35.8170223,23.8509302,38.5036865,38.731735,29.397908
)

解决方法

可怜可怜的单纯形算法！在这个例子中，有 934 个观测值，其中 780 个是 0。所以 Simplex 想要选择它应该选择 780 个中的哪两个来解决说 y|x 的条件中位数为 0。任何两个都可以，但如何选择？可以抖动 y's,dither(y,value = 1e-8) - 这打破了联系，并提供了一个精确的答案，但正如另一位响应者所建议的那样，最好切换到 method = "fn"。更好的做法是完全避免使用 QR 来解决此类响应变量离散的问题。

,

您的响应向量有点过于稀疏，因此我不确定默认算法可以解决该问题的效率如何，如果您检查 method 下的 help page for rq：

默认方法是修改版的 Barrodale 和 用于 l1 回归的 Roberts 算法，由 S 中的“l1fit”使用，并且是 在 Koenker 和 d'Orey(1987,1994) 中有详细描述，默认 = '“br”'。这对于多达数千的问题非常有效 观察，并可用于计算完整的分位数 回归过程。 [...]对于较大的问题，使用 弗里施-牛顿内点法“fn”。

如果您特别需要默认算法中的某些内容，可以尝试：

library(quantreg)
fit = rq(y ~ x,tau = 0.50,method = "fn")