'Singular Design Matrix' error (quantile regression)

General
1

Hi everybody,

I am trying to apply Gabauer's Quantile Connectedness Approach (original code copied from here: Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach).

Here is the code:

library(ConnectednessApproach)

nlag = 1
tau = 0.5
nfore = 100
corrected = TRUE
window.size = 100
data(com) #com is my zoo data object

dca = ConnectednessApproach(com,
model="QVAR",
connectedness="Time",
nlag=nlag,
nfore=nfore,
corrected=corrected,
window.size=window.size,
VAR_config=list(QVAR=list(tau=tau)))

I am getting the following error:
"Error in rq.fit.br(x, y, tau = tau, ...) : Singular design matrix
In addition: There were 50 or more warnings (use warnings() to see the first 50)"

Any comments/suggestions are much appreciated! Thanks!

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