The QUANTREG Procedure

Computational Resources

The various algorithms need different amounts of memory for working space. Let p be the number of parameters estimated and n be the number of observations used in the model estimation.

For the simplex algorithm, the minimum working space (in bytes) needed is

\[  2np + 6n + 10p  \]

for the interior point algorithm,

\[  np + p^2 + 13n + 4p  \]

and for the smoothing algorithm,

\[  np + p^2 + 6n + 4p  \]

For the last two algorithms, if you want to use preprocessing, an extra amount

\[  np + 6n + 2p  \]

is needed.

If sufficient space is available, the input data set is kept in memory; otherwise, the input data set is reread as necessary, and the execution time of the procedure increases substantially.