Section: New Software and Platforms

QuantifQuantile

Functional Description

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.

• Isabelle Charlier, Jérôme Saracco

• Contact: Isabelle Charlier

• URL: https://cran.r-project.org/web/packages/QuantifQuantile/index.html