CRAN

modQR 0.1.2

Multiple-Output Directional Quantile Regression

Released Jan 16, 2019 by Pavel Boček

This package can be loaded by Renjin but 3 out 5 tests failed.

Dependencies

geometry 0.3-6 lpSolve 5.6.13

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 Siman, 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.

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>modQR</artifactId>
    <version>0.1.2-b1</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

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Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:modQR')

Test Results

This package was last tested against Renjin 0.9.2719 on Jan 18, 2019.

Source

R

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Release History