QuantifQuantile : an R package for performing quantile regression through optimal quantization
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| hal.structure.identifier | European Center for Advanced Research in Economics and Statistics [ECARES] | |
| hal.structure.identifier | Département de Mathématique [Bruxelles] [ULB] | |
| dc.contributor.author | CHARLIER, Isabelle | |
| hal.structure.identifier | Département de Mathématique [Bruxelles] [ULB] | |
| hal.structure.identifier | European Center for Advanced Research in Economics and Statistics [ECARES] | |
| dc.contributor.author | PAINDAVEINE, Davy | |
| hal.structure.identifier | Quality control and dynamic reliability [CQFD] | |
| hal.structure.identifier | Institut de Mathématiques de Bordeaux [IMB] | |
| dc.contributor.author | SARACCO, Jérôme | |
| dc.date.accessioned | 2024-04-04T03:16:17Z | |
| dc.date.available | 2024-04-04T03:16:17Z | |
| dc.date.issued | 2015 | |
| dc.identifier.uri | https://oskar-bordeaux.fr/handle/20.500.12278/194204 | |
| dc.description.abstractEn | 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. | |
| dc.language.iso | en | |
| dc.publisher | R Foundation for Statistical Computing | |
| dc.subject.en | quantile regression | |
| dc.subject.en | optimal quantization | |
| dc.subject.en | R package | |
| dc.subject.en | Nonparametric estimation | |
| dc.title.en | QuantifQuantile : an R package for performing quantile regression through optimal quantization | |
| dc.type | Article de revue | |
| dc.subject.hal | Mathématiques [math]/Statistiques [math.ST] | |
| bordeaux.journal | The R Journal | |
| bordeaux.hal.laboratories | Institut de Mathématiques de Bordeaux (IMB) - UMR 5251 | * |
| bordeaux.institution | Université de Bordeaux | |
| bordeaux.institution | Bordeaux INP | |
| bordeaux.institution | CNRS | |
| bordeaux.peerReviewed | oui | |
| hal.identifier | hal-01108505 | |
| hal.version | 1 | |
| hal.popular | non | |
| hal.audience | Internationale | |
| hal.origin.link | https://hal.archives-ouvertes.fr//hal-01108505v1 | |
| bordeaux.COinS | ctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.jtitle=The%20R%20Journal&rft.date=2015&rft.au=CHARLIER,%20Isabelle&PAINDAVEINE,%20Davy&SARACCO,%20J%C3%A9r%C3%B4me&rft.genre=article |
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