modQR: Multiple-Output Directional Quantile Regression

Contains basic tools for performing multiple-output quantile regression and computing regression quantile contours by means of directional regression quantiles. In the location case, one can thus obtain halfspace depth contours in two to six dimensions. Hallin, M., Paindaveine, D. and Siman, M. (2010) Multivariate quantiles and multiple-output regression quantiles: from L1 optimization to halfspace depth. Annals of Statistics 38, 635-669 For more references about the method, see Help pages.

Getting started

Package details

AuthorMiroslav Šiman [aut], Pavel Boček [aut, cre]
MaintainerPavel Boček <[email protected]>
LicenseLGPL-2
Version0.1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("modQR")

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modQR documentation built on Jan. 16, 2019, 5:05 p.m.