Non-crossing polynomial quantile regression

Non-crossing polynomial quantile regression
298 download
Aggiornato 17 gen 2016

ncquantreg finds the coefficients of a polynomial p(x) of degree n that fits the data in vector x to the quantiles tau of y.
ncquantreg(x,y) performs median regression (tau = 0.5) using a polynomial of degree n=1.
ncquantreg(x,y,n,tau) fits numel(tau) polynomials with degree n. The algorithm uses a stepwise multiple quantile regression estimation using non-crossing constraints (Wu and Liu, 2009). The approach is stepwise in a sense that a quantile function is estimated so that it does not cross with a function fitted in a previous step. The algorithm starts from the middle quantile (i.e. the one closest to 0.5) and than progressivly works through the quantiles with increasing distance from the middle.

ncquantreg(x,y,n,tau,pn,pv,...) takes several parameter name value pairs that control the algorithm and plotting.
Reference

Wu, Y., Liu, Y., 2009. Stepwise multiple quantile regression estimation using non-crossing constraints. Statistics and its Interface 2, 299–310.

Cita come

Wolfgang Schwanghart (2024). Non-crossing polynomial quantile regression (https://github.com/wschwanghart/ncquantreg), GitHub. Recuperato .

Compatibilità della release di MATLAB
Creato con R2012a
Compatibile con qualsiasi release
Compatibilità della piattaforma
Windows macOS Linux
Riconoscimenti

Ispirato da: quantreg(x,y,tau,order,Nboot)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Le versioni che utilizzano il ramo predefinito di GitHub non possono essere scaricate

Versione Pubblicato Note della release
1.1.0.0

Changed title

1.0.0.0

Per visualizzare o segnalare problemi su questo componente aggiuntivo di GitHub, visita GitHub Repository.
Per visualizzare o segnalare problemi su questo componente aggiuntivo di GitHub, visita GitHub Repository.