modQR: Multiple-Output Directional Quantile Regression
Contains basic tools for performing
multiple-output quantile regression and computing
regression quantile contours by means of directional
regression quantiles. In the ___location case, one can thus
obtain halfspace depth contours in two to six dimensions.
Hallin, M., Paindaveine, D. and Šiman, M. (2010)
Multivariate quantiles and multiple-output regression quantiles:
from L1 optimization to halfspace depth. Annals of Statistics 38, 635-669
For more references about the method, see Help pages.
| Version: |
0.1.3 |
| Depends: |
R (≥ 2.5.0), lpSolve (≥ 5.6.1), geometry (≥ 0.3-1) |
| Suggests: |
rgl |
| Published: |
2022-05-11 |
| DOI: |
10.32614/CRAN.package.modQR |
| Author: |
Miroslav Šiman [aut],
Pavel Boček [aut, cre] |
| Maintainer: |
Pavel Boček <bocek at utia.cas.cz> |
| License: |
LGPL-2 |
| Copyright: |
The Institute of Information Theory and Automation of the
Czech Academy of Sciences, Pod Vodarenskou vezi 4, CZ-18208
Prague 8, Czech Republic, email: utia@utia.cas.cz, phone: +420
266 053 111 |
| NeedsCompilation: |
no |
| Classification/MSC: |
62H05, 62J99, 62G08, 65C60 |
| Materials: |
ChangeLog |
| CRAN checks: |
modQR results |
Documentation:
Downloads:
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