Distributed Quantile Regression by Pilot Sampling and One-Step Updating

Required R version: 3.5.1

Files:

• estimator.R: one-shot estimation and one-step estimation for distributed quantile regression
• simulator.R: simulation functions to generate random/non-random data
• uilts.R: other functions used
• main.R: generate data, conduct estimation and generate plot

Please run main.R to see how to use the functions.