Directional quantile regression in Octave (and MATLAB)

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F67985556%3A_____%2F16%3A00458380" target="_blank" >RIV/67985556:_____/16:00458380 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.14736/kyb-2016-1-0028" target="_blank" >http://dx.doi.org/10.14736/kyb-2016-1-0028</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.14736/kyb-2016-1-0028" target="_blank" >10.14736/kyb-2016-1-0028</a>

Result language
angličtina
Original language name
Directional quantile regression in Octave (and MATLAB)
Original language description
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.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
IN - Informatics
OECD FORD branch
—

Project
<a href="/en/project/GA14-07234S" target="_blank" >GA14-07234S: Multivariate regression quantiles in econometrics</a><br>
Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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