Directional quantile regression in Octave (and MATLAB)

0458380 - ÚTIA 2017 RIV CZ eng J - Článek v odborném periodiku
Boček, Pavel - Šiman, Miroslav
Directional quantile regression in Octave (and MATLAB).
Kybernetika. Roč. 52, č. 1 (2016), s. 28-51. ISSN 0023-5954
Grant CEP: GA ČR GA14-07234S
Institucionální podpora: RVO:67985556
Klíčová slova: quantile regression * multivariate quantile * depth contour * Matlab
Kód oboru RIV: IN - Informatika
Impakt faktor: 0.379, rok: 2016
http://library.utia.cas.cz/separaty/2016/SI/bocek-0458380.pdf

Although many words have been written about two recent directional (regression) quantile concepts, their applications, and the algorithms for computing associated (regression) quantile regions, their software implementation is still not widely available, which, of course, severely hinders the dissemination of both methods. Wanting to partly fill in the gap here, we provide all the codes needed for computing and plotting the multivariate (regression) quantile regions in Octave and MATLAB, describe their use in detail, and explain their output with a few carefully designed examples.
Trvalý link: http://hdl.handle.net/11104/0258936