Directional quantile regression in Octave (and MATLAB)

Bocek, Pavel; Šiman, Miroslav

doi:10.14736/kyb-2016-1-0028

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“…There already exists a toolbox moQuantile [2] for Octave and MATLAB that implements the algorithms of [17] and [18] in a professional way and makes the directional multiple-output quantile regression accessible to ordinary users. The R package modQR [1] presented here (and already available from CRAN) is its faithful R translation by its authors that primarily aims at those many statisticians using R as their only computing environment.…”

Section: Introductionmentioning

confidence: 99%