QuantifQuantile : an R package for performing quantile regression through optimal quantization
Résumé
In quantile regression, various quantiles of a response variable Y are modelled as func- tions of covariates (rather than its mean). An important application is the construction of reference curves/surfaces and conditional prediction intervals for Y. Recently, a nonparametric quantile regression method based on the concept of optimal quantization was proposed. This method competes very well with k-nearest neighbor, kernel, and spline methods. 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.
Origine | Fichiers produits par l'(les) auteur(s) |
---|
Loading...