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.

Getting started

Package details

AuthorIsabelle Charlier and Davy Paindaveine and Jerome Saracco
MaintainerIsabelle Charlier <ischarli@ulb.ac.be>
LicenseGPL (>= 2.0)
Version2.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("QuantifQuantile")

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QuantifQuantile documentation built on May 2, 2019, 2:10 a.m.