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.

AuthorIsabelle Charlier and Davy Paindaveine and Jerome Saracco
Date of publication2015-08-13 20:37:00
MaintainerIsabelle Charlier <ischarli@ulb.ac.be>
LicenseGPL (>= 2.0)
Version2.2

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