Directional quantile regression in Octave (and MATLAB)

Pavel Boček; Miroslav Šiman

Kybernetika (2016)

  • Volume: 52, Issue: 1, page 28-51
  • ISSN: 0023-5954

Abstract

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Although many words have been written about two recent directional (regression) quantile concepts, their applications, and the algorithms for computing associated (regression) quantile regions, their software implementation is still not widely available, which, of course, severely hinders the dissemination of both methods. Wanting to partly fill in the gap here, we provide all the codes needed for computing and plotting the multivariate (regression) quantile regions in Octave and MATLAB, describe their use in detail, and explain their output with a few carefully designed examples.

How to cite

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Boček, Pavel, and Šiman, Miroslav. "Directional quantile regression in Octave (and MATLAB)." Kybernetika 52.1 (2016): 28-51. <http://eudml.org/doc/276797>.

@article{Boček2016,
abstract = {Although many words have been written about two recent directional (regression) quantile concepts, their applications, and the algorithms for computing associated (regression) quantile regions, their software implementation is still not widely available, which, of course, severely hinders the dissemination of both methods. Wanting to partly fill in the gap here, we provide all the codes needed for computing and plotting the multivariate (regression) quantile regions in Octave and MATLAB, describe their use in detail, and explain their output with a few carefully designed examples.},
author = {Boček, Pavel, Šiman, Miroslav},
journal = {Kybernetika},
keywords = {quantile regression; multivariate quantile; regression quantile; directional quantile; halfspace depth; regression depth; depth contour; Octave; MATLAB},
language = {eng},
number = {1},
pages = {28-51},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Directional quantile regression in Octave (and MATLAB)},
url = {http://eudml.org/doc/276797},
volume = {52},
year = {2016},
}

TY - JOUR
AU - Boček, Pavel
AU - Šiman, Miroslav
TI - Directional quantile regression in Octave (and MATLAB)
JO - Kybernetika
PY - 2016
PB - Institute of Information Theory and Automation AS CR
VL - 52
IS - 1
SP - 28
EP - 51
AB - Although many words have been written about two recent directional (regression) quantile concepts, their applications, and the algorithms for computing associated (regression) quantile regions, their software implementation is still not widely available, which, of course, severely hinders the dissemination of both methods. Wanting to partly fill in the gap here, we provide all the codes needed for computing and plotting the multivariate (regression) quantile regions in Octave and MATLAB, describe their use in detail, and explain their output with a few carefully designed examples.
LA - eng
KW - quantile regression; multivariate quantile; regression quantile; directional quantile; halfspace depth; regression depth; depth contour; Octave; MATLAB
UR - http://eudml.org/doc/276797
ER -

References

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