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CQFD - 2014
Overall Objectives
Application Domains
New Results
Bilateral Contracts and Grants with Industry
Bibliography
Overall Objectives
Application Domains
New Results
Bilateral Contracts and Grants with Industry
Bibliography


Section: New Software and Platforms

QuantifQuantile: an R package to estimate conditional quantiles using optimal quantization

QuantifQuantile is an R package that allows to perform quantization-based quantile regression. The different functions of the package allow the user to construct an optimal grid of N quantizers and to estimate conditional quantiles. This estimation requires a data driven selection of the size N of the grid that is implemented in the functions. Illustration of the selection of N is available, and graphical output of the resulting estimated curves or surfaces (depending on the dimension of the covariate) is directly provided via the plot function.