Directional quantile regression in Octave (and MATLAB)

Result code in IS VaVaI

RIV/67985556:_____/16:00458380 - isvavai.cz

Result on the web

http://dx.doi.org/10.14736/kyb-2016-1-0028

DOI - Digital Object Identifier

10.14736/kyb-2016-1-0028

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

—

Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

IN - Informatics

OECD FORD branch

—

Project

GA14-07234S: Multivariate regression quantiles in econometrics

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

Name of the periodical

Kybernetika

ISSN

0023-5954

e-ISSN

—

Volume of the periodical

52

Issue of the periodical within the volume

1

Country of publishing house

CZ - CZECH REPUBLIC

Number of pages

24

Pages from-to

28-51

UT code for WoS article

000374430400003

EID of the result in the Scopus database

2-s2.0-84962281668