I am developing an iterative algorithm that uses quantile regression models at each iteration. For that I use the rq function from the quantreg package in R. So far it has worked fine. However, I have found a dataset where, at one of the iterations, the rq function simply gets stuck. No error message, no warning. It simply goes on as if still working, but never finishes computation.
I provide here a very small minimal code example. You can download the problematic data on this link:
https://www.dropbox.com/s/yrlotit1ovk9yzd/r555.RData?dl=0
library(quantreg)
load('~r555.RData')
dependent = r$dependent
independent = r$independent
quantreg::rq(dependent ~ -1 + independent, tau=0.1)
If you execute the above mentioned code, the rq function will get stuck and never finish. Be aware that the data provided is part of the iterative process I am developing, so it has no direct interpretation by itself. I am writing to check for possible reasons on this behaviour and check for possible solutions.
Dont know if it matters, but I have tested this on two different computers running Windows10 and using different versions of the quantreg package.