Multiple-Output Directional Quantile Regression
Overview
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.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-04-10
Show 2 earlier changesHide 2 earlier changes
- ERROR13 OK, 1 ERROR2026-04-09
- OK14 OK2026-03-10
Documentation
- Help pages
- 5
- Examples that run
- 60%3 run in a plain check · 2 hold no code
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 20%
Also includes 5 demo scripts (run with demo())
Downloads
Dependencies
Code & Tests
People & History
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- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- 0.1.3Latest
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- 0.1.22019-01-16 · diff ↗
- RR 3.5.0 released · 2018-04-23
- RR 3.4.0 released · 2017-04-21
- RR 3.3.0 released · 2016-05-03
- 0.1.12016-03-02 · diff ↗
- 0.1.02015-06-18
- RR 3.2.0 released · 2015-04-16
Package metadata
- First published
- 2015-06-18
- Total releases
- 4 / 11 yrs
- License
- LGPL-2 OSI
- Copyright
- The Institute of Information Theory and Automation of the Czech Academy of Sciences, Pod Vodarenskou vezi 4, CZ-18208 Prague 8, Czech Republic, email: utia@utia.cas.cz, phone: +420 266 053 111
- Minimum R
- ≥ 2.5.0
- Download size
- 43 KB
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