I want to run panel quantile for fixed effect in r using rqpd package. I tried running the examples
set.seed(10)
m <- 3
s <- as.factor(rep(1:n,rep(m,n)))
x <- exp(rnorm(n*m))
u <- x*rnorm(m*n) + (1-x)*rf(m*n,3,3)
a <- rep(rnorm(n),rep(m,n))
y <- rep(1:n,rep(m,n)) + u
fit <- rqpd(y ~ x | s, panel(lambda = 5))
But i get the error:
Error in validObject(.Object) : invalid class “dsparseModelMatrix” object: superclass "mMatrix" not defined in the environment of the object's class