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Directional quantile regression in Octave (and MATLAB)
- 1.0458380 - ÚTIA 2017 RIV CZ eng J - Journal Article
Boček, Pavel - Šiman, Miroslav
Directional quantile regression in Octave (and MATLAB).
Kybernetika. Roč. 52, č. 1 (2016), s. 28-51. ISSN 0023-5954
R&D Projects: GA ČR GA14-07234S
Institutional support: RVO:67985556
Keywords : quantile regression * multivariate quantile * depth contour * Matlab
Subject RIV: IN - Informatics, Computer Science
Impact factor: 0.379, year: 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.
Permanent Link: http://hdl.handle.net/11104/0258936
Number of the records: 1