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 |
| 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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