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Pré-Publication, Document De Travail Année : 2015

QuantifQuantile : an R package for performing quantile regression through optimal quantization

Résumé

Quantile regression allows to assess the impact of some covariate X on a response Y . An important application is the construction of reference curves and conditional prediction intervals for Y . Recently, Charlier et al. (2014a) developed a new nonparametric quantile regression method based on the concept of optimal quantization. In this paper, we describe an R package, called QuantifQuantile, that allows to perform quantization-based quantile regression. We describe the various functions of the package and provide examples.
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Dates et versions

hal-01108505 , version 1 (22-01-2015)
hal-01108505 , version 2 (13-01-2016)

Identifiants

  • HAL Id : hal-01108505 , version 1

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Isabelle Charlier, Davy Paindaveine, Jérôme Saracco. QuantifQuantile : an R package for performing quantile regression through optimal quantization. 2015. ⟨hal-01108505v1⟩
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