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.
|Author||Isabelle Charlier and Davy Paindaveine and Jerome Saracco|
|Date of publication||2015-08-13 20:37:00|
|Maintainer||Isabelle Charlier <[email protected]>|
|License||GPL (>= 2.0)|
|Package repository||View on CRAN|
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