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QuantifQuantile: an R package for performing quantile regression through optimal quantization

par Charlier, Isabelle ;Paindaveine, Davy ;Saracco, Jérôme
Référence The R journal, 7, page (65-80)
Publication Publié, 2015

Article révisé par les pairs

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Résumé :

In quantile regression, various quantiles of a response variable Y are modelled as functions of covariates (rather than its mean). An important application is the construction of reference curves/surfaces and conditional prediction intervals for Y. Recently, a nonparametric quantile regression method based on the concept of optimal quantization was proposed. This method competes very well with k-nearest neighbor, kernel, and spline methods. In this paper, we describe an R package, called QuantifQuantile, that allows to perform quantization-based quantile regression. We describe the various functions of the package and provide examples.