QuantifQuantile: Estimation of Conditional Quantiles using Optimal Quantization

Estimation of conditional quantiles using optimal quantization. Construction of an optimal grid of N quantizers, estimation of conditional quantiles and data driven selection of the size N of the grid. Graphical illustrations for the selection of N and of resulting estimated curves or surfaces when the dimension of the covariate is one or two.

Version: 2.1
Depends: rgl, parallel
Published: 2015-04-28
Author: Isabelle Charlier and Davy Paindaveine and Jerome Saracco
Maintainer: Isabelle Charlier <ischarli at ulb.ac.be>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: no
CRAN checks: QuantifQuantile results

Downloads:

Reference manual: QuantifQuantile.pdf
Package source: QuantifQuantile_2.1.tar.gz
Windows binaries: r-devel: QuantifQuantile_2.1.zip, r-release: QuantifQuantile_2.1.zip, r-oldrel: QuantifQuantile_2.1.zip
OS X Snow Leopard binaries: r-release: QuantifQuantile_2.1.tgz, r-oldrel: QuantifQuantile_2.1.tgz
OS X Mavericks binaries: r-release: QuantifQuantile_2.1.tgz
Old sources: QuantifQuantile archive