Wolfram Language Paclet Repository
Community-contributed installable additions to the Wolfram Language
AntonAntonov`MonadicQuantileRegression`
QRMonQuantileRegressionFit  |
| QRMonLinearRegressionFit[ funcs : ( _List | _Integer), probs_?VectorQ ] does a regression fit using specified functions to fit and probabilities. An integer funcs specifies a polynomials basis. | |
Details and Options
Examples
(3)
Basic Examples
(1)
Here is random data:
In[1]:=
SeedRandom[32];distData=Table[x,Exp[-x^2]+RandomVariate[NormalDistribution[0,.15√(Abs[1.5-x]/1.5)]],{x,-3,3,.01}];
Here is a QR pipeline that finds and plots the regression quantiles at probabilities 0.25, 0.5, and 0.75 using a Chebyshev polynomial basis with 8 functions :
In[2]:=
 | QRMonUnit |
 | QRMonEchoDataSummary |
| QRMonQuantileRegressionFit |
| QRMonPlot |
»
Data summary:
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1 Regressor | ||||||||||||
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2 Value | ||||||||||||
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Plot:
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Options
(2)
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