Wolfram Language Paclet Repository
Community-contributed installable additions to the Wolfram Language
AntonAntonov`QuantileRegression`
QuantileRegressionFit |
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Details and Options
Examples
(1)
Basic Examples
(1)
Make a random signal:
In[1]:=
SeedRandom[23];n=200;randData=Transpose[{Range[n],RandomReal[{0,100.},n]}];
Compute Quantile Regression with knots for the probabilities and :
5
0.25
0.75
In[2]:=
qFuncs=
[randData,Table[x^i,{i,0,5}],x,{0.25,0.75}];
 | QuantileRegressionFit |
Here are the formulas of the obtained regression quantiles:
In[3]:=
Simplify/@qFuncs
Out[3]=
{17.3455+0.000177386x+0.000646854+3.653×+1.94539×+1.01516×,81.021+0.00933397x+4.57993×+2.9971×+3.51983×+6.57914×}
2
x
-7
10
3
x
-10
10
4
x
-12
10
5
x
-6
10
2
x
-8
10
3
x
-10
10
4
x
-11
10
5
x
Here is a plot of the original data and the obtained regression quantiles:
In[4]:=
ListLinePlot[{randData,qFuncs〚1〛/.xrandData〚All,1〛,qFuncs〚2〛/.xrandData〚All,1〛},PlotLegends{"data",0.25,0.75},PlotStyle{Thin,Thick,Thick},PlotTheme"Detailed"]
Out[4]=
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""