def fit_pogs(self, X, y, tau = 0.5):
"""
Using POGS for quantile regression
:param X: independent variables
:param y: response variable
:param tau: quantile
:return: coefficients
"""
X["Intercept"] = 1
qr_pogs_model = qr_pogs()
pb = SignatureTranslatedAnonymousPackage(qr_pogs_model.qr_pogs_def, "powerpack")
t0 = time.time()
ret = pb.qr_pogs(X= X, y =y, tau = tau)
t1 = time.time()
output = {"Coefficients":{}, "Time (s)":t1-t0}
for i in range(0,len(list(X.columns.values))):
column = list(X.columns.values)[i]
output["Coefficients"][column] = ret[i]
return output
