modQR

Multiple-Output Directional Quantile Regression

CRAN Package

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 Šiman, 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.

  • Version0.1.3
  • R versionunknown
  • LicenseLGPL-2
  • Needs compilation?No
  • Last release05/11/2022

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  • Depends2 packages
  • Suggests1 package