Wolfram Language Paclet Repository
Community-contributed installable additions to the Wolfram Language
AntonAntonov/
Quantile
Quantile regression functions
Contributed by: Anton Antonov
Various Quantile Regression (QR) functions. Multi-dimensional QR is supported.
Installation Instructions
To install this paclet in your Wolfram Language environment,
evaluate this code:
PacletInstall["AntonAntonov/QuantileRegression"]
To load the code after installation, evaluate this code:
Needs["AntonAntonov`QuantileRegression`"]
Details
QuantileRegression works on time series, lists of numbers and lists of numeric pairs.
The curves computed with quantile regression are called regression quantiles.
The regression quantiles corresponding to the specified probabilities are linear combinations of B-splines generated over the specified knots.
In other words, QuantileRegression computes fits using a B-spline functions basis. The basis is specified with the knots argument and the option InterpolationOrder.
QuantileRegression takes the following options:
| InterpolationOrder | 3 | interpolation order |
| Method | LinearProgramming | method for the quantile regression computations |
QuantileRegressionFit is very similar to QuantileRegression but uses a given list of basis functions.
QuantileEnvelope provides experimental implementation of quantile envelopes points finding.
QuantileEnvelopeRegion provides experimental implementation of 2D or 3D quantile envelope region finding.
Paclet Guide
Examples
Basic Examples (5)
Make a random signal:
| In[1]:= | ![SeedRandom[23];
n = 200;
randData = Transpose[{Range[n], RandomReal[{0, 100.}, n]}];](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/698d77761cff5616.png) |
Compute QuantileRegression with five knots for the probabilities 0.25 and 0.75:
| In[2]:= | ![qFuncs = InterpretationBox[FrameBox[TagBox[TooltipBox[PaneBox[GridBox[List[List[GraphicsBox[List[Thickness[0.0025`], List[FaceForm[List[RGBColor[0.9607843137254902`, 0.5058823529411764`, 0.19607843137254902`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3]]], List[List[List[205.`, 22.863691329956055`], List[205.`, 212.31669425964355`], List[246.01799774169922`, 235.99870109558105`], List[369.0710144042969`, 307.0436840057373`], List[369.0710144042969`, 117.59068870544434`], List[205.`, 22.863691329956055`]], List[List[30.928985595703125`, 307.0436840057373`], List[153.98200225830078`, 235.99870109558105`], List[195.`, 212.31669425964355`], List[195.`, 22.863691329956055`], List[30.928985595703125`, 117.59068870544434`], List[30.928985595703125`, 307.0436840057373`]], List[List[200.`, 410.42970085144043`], List[364.0710144042969`, 315.7036876678467`], List[241.01799774169922`, 244.65868949890137`], List[200.`, 220.97669792175293`], List[158.98200225830078`, 244.65868949890137`], List[35.928985595703125`, 315.7036876678467`], List[200.`, 410.42970085144043`]], List[List[376.5710144042969`, 320.03370475769043`], List[202.5`, 420.53370475769043`], List[200.95300006866455`, 421.42667961120605`], List[199.04699993133545`, 421.42667961120605`], List[197.5`, 420.53370475769043`], List[23.428985595703125`, 320.03370475769043`], List[21.882003784179688`, 319.1406993865967`], List[20.928985595703125`, 317.4896984100342`], List[20.928985595703125`, 315.7036876678467`], List[20.928985595703125`, 114.70369529724121`], List[20.928985595703125`, 112.91769218444824`], List[21.882003784179688`, 111.26669120788574`], List[23.428985595703125`, 110.37369346618652`], List[197.5`, 9.87369155883789`], List[198.27300024032593`, 9.426692008972168`], List[199.13700008392334`, 9.203690528869629`], List[200.`, 9.203690528869629`], List[200.86299991607666`, 9.203690528869629`], List[201.72699999809265`, 9.426692008972168`], List[202.5`, 9.87369155883789`], List[376.5710144042969`, 110.37369346618652`], List[378.1179962158203`, 111.26669120788574`], List[379.0710144042969`, 112.91769218444824`], List[379.0710144042969`, 114.70369529724121`], List[379.0710144042969`, 315.7036876678467`], List[379.0710144042969`, 317.4896984100342`], List[378.1179962158203`, 319.1406993865967`], List[376.5710144042969`, 320.03370475769043`]]]]], List[FaceForm[List[RGBColor[0.5529411764705883`, 0.6745098039215687`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[44.92900085449219`, 282.59088134765625`], List[181.00001525878906`, 204.0298843383789`], List[181.00001525878906`, 46.90887451171875`], List[44.92900085449219`, 125.46986389160156`], List[44.92900085449219`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6627450980392157`, 0.803921568627451`, 0.5686274509803921`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[355.0710144042969`, 282.59088134765625`], List[355.0710144042969`, 125.46986389160156`], List[219.`, 46.90887451171875`], List[219.`, 204.0298843383789`], List[355.0710144042969`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6901960784313725`, 0.5882352941176471`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[200.`, 394.0606994628906`], List[336.0710144042969`, 315.4997024536133`], List[200.`, 236.93968200683594`], List[63.928985595703125`, 315.4997024536133`], List[200.`, 394.0606994628906`]]]]]], List[Rule[BaselinePosition, Scaled[0.15`]], Rule[ImageSize, 10], Rule[ImageSize, 15]]], StyleBox[RowBox[List["QuantileRegression", " "]], Rule[ShowAutoStyles, False], Rule[ShowStringCharacters, False], Rule[FontSize, Times[0.9`, Inherited]], Rule[FontColor, GrayLevel[0.1`]]]]], Rule[GridBoxSpacings, List[Rule["Columns", List[List[0.25`]]]]]], Rule[Alignment, List[Left, Baseline]], Rule[BaselinePosition, Baseline], Rule[FrameMargins, List[List[3, 0], List[0, 0]]], Rule[BaseStyle, List[Rule[LineSpacing, List[0, 0]], Rule[LineBreakWithin, False]]]], RowBox[List["PacletSymbol", "[", RowBox[List["\"AntonAntonov/QuantileRegression\"", ",", "\"AntonAntonov`QuantileRegression`QuantileRegression\""]], "]"]], Rule[TooltipStyle, List[Rule[ShowAutoStyles, True], Rule[ShowStringCharacters, True]]]], Function[Annotation[Slot[1], Style[Defer[PacletSymbol["AntonAntonov/QuantileRegression", "AntonAntonov`QuantileRegression`QuantileRegression"]], Rule[ShowStringCharacters, True]], "Tooltip"]]], Rule[Background, RGBColor[0.968`, 0.976`, 0.984`]], Rule[BaselinePosition, Baseline], Rule[DefaultBaseStyle, List[]], Rule[FrameMargins, List[List[0, 0], List[1, 1]]], Rule[FrameStyle, RGBColor[0.831`, 0.847`, 0.85`]], Rule[RoundingRadius, 4]], PacletSymbol["AntonAntonov/QuantileRegression", "AntonAntonov`QuantileRegression`QuantileRegression"], Rule[Selectable, False], Rule[SelectWithContents, True], Rule[BoxID, "PacletSymbolBox"]][randData, 5, {0.25, 0.75}];](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/6c1db1a7d105e873.png){kind=small} |
Here are the formulas of the obtained regression quantiles:
| In[3]:= | ![Simplify /@ Through[qFuncs[x]]](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/67bc399c851ac07c.png){kind=small} |
| Out[3]= |  |
Here is a plot of the original data and the obtained regression quantiles:
| In[4]:= | ![ListLinePlot[{randData, qFuncs[[1]] /@ randData[[All, 1]], qFuncs[[2]] /@ randData[[All, 1]]}, PlotLegends -> {"data", 0.25`, 0.75`}, PlotStyle -> {Thin, Thick, Thick}, PlotTheme -> "Detailed"]](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/68a27f02053c3296.png){kind=small} |
| Out[4]= |  |
Find the fraction of the data points that are under the second regression quantile:
| In[5]:= | ![Length[Select[randData, #[[2]] < qFuncs[[2]][#[[1]]] &]]/
Length[randData] // N](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/78505f9bfe2bba8a.png){kind=small} |
| Out[5]= |  |
The obtained fraction is close to the second probability, 0.75, given to QuantileRegression.
Scope (4)
Here is a quantile regression computation over a numerical vector:
| In[6]:= | ![vecData = Sin[Range[200]/6] + RandomReal[{-0.5, 0.5}, 200];
qFunc = First@InterpretationBox[FrameBox[TagBox[TooltipBox[PaneBox[GridBox[List[List[GraphicsBox[List[Thickness[0.0025`], List[FaceForm[List[RGBColor[0.9607843137254902`, 0.5058823529411764`, 0.19607843137254902`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3]]], List[List[List[205.`, 22.863691329956055`], List[205.`, 212.31669425964355`], List[246.01799774169922`, 235.99870109558105`], List[369.0710144042969`, 307.0436840057373`], List[369.0710144042969`, 117.59068870544434`], List[205.`, 22.863691329956055`]], List[List[30.928985595703125`, 307.0436840057373`], List[153.98200225830078`, 235.99870109558105`], List[195.`, 212.31669425964355`], List[195.`, 22.863691329956055`], List[30.928985595703125`, 117.59068870544434`], List[30.928985595703125`, 307.0436840057373`]], List[List[200.`, 410.42970085144043`], List[364.0710144042969`, 315.7036876678467`], List[241.01799774169922`, 244.65868949890137`], List[200.`, 220.97669792175293`], List[158.98200225830078`, 244.65868949890137`], List[35.928985595703125`, 315.7036876678467`], List[200.`, 410.42970085144043`]], List[List[376.5710144042969`, 320.03370475769043`], List[202.5`, 420.53370475769043`], List[200.95300006866455`, 421.42667961120605`], List[199.04699993133545`, 421.42667961120605`], List[197.5`, 420.53370475769043`], List[23.428985595703125`, 320.03370475769043`], List[21.882003784179688`, 319.1406993865967`], List[20.928985595703125`, 317.4896984100342`], List[20.928985595703125`, 315.7036876678467`], List[20.928985595703125`, 114.70369529724121`], List[20.928985595703125`, 112.91769218444824`], List[21.882003784179688`, 111.26669120788574`], List[23.428985595703125`, 110.37369346618652`], List[197.5`, 9.87369155883789`], List[198.27300024032593`, 9.426692008972168`], List[199.13700008392334`, 9.203690528869629`], List[200.`, 9.203690528869629`], List[200.86299991607666`, 9.203690528869629`], List[201.72699999809265`, 9.426692008972168`], List[202.5`, 9.87369155883789`], List[376.5710144042969`, 110.37369346618652`], List[378.1179962158203`, 111.26669120788574`], List[379.0710144042969`, 112.91769218444824`], List[379.0710144042969`, 114.70369529724121`], List[379.0710144042969`, 315.7036876678467`], List[379.0710144042969`, 317.4896984100342`], List[378.1179962158203`, 319.1406993865967`], List[376.5710144042969`, 320.03370475769043`]]]]], List[FaceForm[List[RGBColor[0.5529411764705883`, 0.6745098039215687`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[44.92900085449219`, 282.59088134765625`], List[181.00001525878906`, 204.0298843383789`], List[181.00001525878906`, 46.90887451171875`], List[44.92900085449219`, 125.46986389160156`], List[44.92900085449219`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6627450980392157`, 0.803921568627451`, 0.5686274509803921`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[355.0710144042969`, 282.59088134765625`], List[355.0710144042969`, 125.46986389160156`], List[219.`, 46.90887451171875`], List[219.`, 204.0298843383789`], List[355.0710144042969`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6901960784313725`, 0.5882352941176471`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[200.`, 394.0606994628906`], List[336.0710144042969`, 315.4997024536133`], List[200.`, 236.93968200683594`], List[63.928985595703125`, 315.4997024536133`], List[200.`, 394.0606994628906`]]]]]], List[Rule[BaselinePosition, Scaled[0.15`]], Rule[ImageSize, 10], Rule[ImageSize, 15]]], StyleBox[RowBox[List["QuantileRegression", " "]], Rule[ShowAutoStyles, False], Rule[ShowStringCharacters, False], Rule[FontSize, Times[0.9`, Inherited]], Rule[FontColor, GrayLevel[0.1`]]]]], Rule[GridBoxSpacings, List[Rule["Columns", List[List[0.25`]]]]]], Rule[Alignment, List[Left, Baseline]], Rule[BaselinePosition, Baseline], Rule[FrameMargins, List[List[3, 0], List[0, 0]]], Rule[BaseStyle, List[Rule[LineSpacing, List[0, 0]], Rule[LineBreakWithin, False]]]], RowBox[List["PacletSymbol", "[", RowBox[List["\"AntonAntonov/QuantileRegression\"", ",", "\"AntonAntonov`QuantileRegression`QuantileRegression\""]], "]"]], Rule[TooltipStyle, List[Rule[ShowAutoStyles, True], Rule[ShowStringCharacters, True]]]], Function[Annotation[Slot[1], Style[Defer[PacletSymbol["AntonAntonov/QuantileRegression", "AntonAntonov`QuantileRegression`QuantileRegression"]], Rule[ShowStringCharacters, True]], "Tooltip"]]], Rule[Background, RGBColor[0.968`, 0.976`, 0.984`]], Rule[BaselinePosition, Baseline], Rule[DefaultBaseStyle, List[]], Rule[FrameMargins, List[List[0, 0], List[1, 1]]], Rule[FrameStyle, RGBColor[0.831`, 0.847`, 0.85`]], Rule[RoundingRadius, 4]], PacletSymbol["AntonAntonov/QuantileRegression", "AntonAntonov`QuantileRegression`QuantileRegression"], Rule[Selectable, False], Rule[SelectWithContents, True], Rule[BoxID, "PacletSymbolBox"]][vecData, 12, 0.5];
ListLinePlot[{vecData, qFunc[#] & /@ Range[Length[vecData]]}, PlotRange -> All, PlotTheme -> "Detailed", PlotLegends -> {"vector", "fit"}]](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/285dd627df1b9786.png) |
| Out[8]= |  |
Here is a quantile regression computation over a time series object:
| In[9]:= | ![finData = FinancialData["GE", {{2010, 1, 1}, {2019, 10, 15}, "Week"}];
qFunc = First@InterpretationBox[FrameBox[TagBox[TooltipBox[PaneBox[GridBox[List[List[GraphicsBox[List[Thickness[0.0025`], List[FaceForm[List[RGBColor[0.9607843137254902`, 0.5058823529411764`, 0.19607843137254902`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3]]], List[List[List[205.`, 22.863691329956055`], List[205.`, 212.31669425964355`], List[246.01799774169922`, 235.99870109558105`], List[369.0710144042969`, 307.0436840057373`], List[369.0710144042969`, 117.59068870544434`], List[205.`, 22.863691329956055`]], List[List[30.928985595703125`, 307.0436840057373`], List[153.98200225830078`, 235.99870109558105`], List[195.`, 212.31669425964355`], List[195.`, 22.863691329956055`], List[30.928985595703125`, 117.59068870544434`], List[30.928985595703125`, 307.0436840057373`]], List[List[200.`, 410.42970085144043`], List[364.0710144042969`, 315.7036876678467`], List[241.01799774169922`, 244.65868949890137`], List[200.`, 220.97669792175293`], List[158.98200225830078`, 244.65868949890137`], List[35.928985595703125`, 315.7036876678467`], List[200.`, 410.42970085144043`]], List[List[376.5710144042969`, 320.03370475769043`], List[202.5`, 420.53370475769043`], List[200.95300006866455`, 421.42667961120605`], List[199.04699993133545`, 421.42667961120605`], List[197.5`, 420.53370475769043`], List[23.428985595703125`, 320.03370475769043`], List[21.882003784179688`, 319.1406993865967`], List[20.928985595703125`, 317.4896984100342`], List[20.928985595703125`, 315.7036876678467`], List[20.928985595703125`, 114.70369529724121`], List[20.928985595703125`, 112.91769218444824`], List[21.882003784179688`, 111.26669120788574`], List[23.428985595703125`, 110.37369346618652`], List[197.5`, 9.87369155883789`], List[198.27300024032593`, 9.426692008972168`], List[199.13700008392334`, 9.203690528869629`], List[200.`, 9.203690528869629`], List[200.86299991607666`, 9.203690528869629`], List[201.72699999809265`, 9.426692008972168`], List[202.5`, 9.87369155883789`], List[376.5710144042969`, 110.37369346618652`], List[378.1179962158203`, 111.26669120788574`], List[379.0710144042969`, 112.91769218444824`], List[379.0710144042969`, 114.70369529724121`], List[379.0710144042969`, 315.7036876678467`], List[379.0710144042969`, 317.4896984100342`], List[378.1179962158203`, 319.1406993865967`], List[376.5710144042969`, 320.03370475769043`]]]]], List[FaceForm[List[RGBColor[0.5529411764705883`, 0.6745098039215687`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[44.92900085449219`, 282.59088134765625`], List[181.00001525878906`, 204.0298843383789`], List[181.00001525878906`, 46.90887451171875`], List[44.92900085449219`, 125.46986389160156`], List[44.92900085449219`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6627450980392157`, 0.803921568627451`, 0.5686274509803921`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[355.0710144042969`, 282.59088134765625`], List[355.0710144042969`, 125.46986389160156`], List[219.`, 46.90887451171875`], List[219.`, 204.0298843383789`], List[355.0710144042969`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6901960784313725`, 0.5882352941176471`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[200.`, 394.0606994628906`], List[336.0710144042969`, 315.4997024536133`], List[200.`, 236.93968200683594`], List[63.928985595703125`, 315.4997024536133`], List[200.`, 394.0606994628906`]]]]]], List[Rule[BaselinePosition, Scaled[0.15`]], Rule[ImageSize, 10], Rule[ImageSize, 15]]], StyleBox[RowBox[List["QuantileRegression", " "]], Rule[ShowAutoStyles, False], Rule[ShowStringCharacters, False], Rule[FontSize, Times[0.9`, Inherited]], Rule[FontColor, GrayLevel[0.1`]]]]], Rule[GridBoxSpacings, List[Rule["Columns", List[List[0.25`]]]]]], Rule[Alignment, List[Left, Baseline]], Rule[BaselinePosition, Baseline], Rule[FrameMargins, List[List[3, 0], List[0, 0]]], Rule[BaseStyle, List[Rule[LineSpacing, List[0, 0]], Rule[LineBreakWithin, False]]]], RowBox[List["PacletSymbol", "[", RowBox[List["\"AntonAntonov/QuantileRegression\"", ",", "\"AntonAntonov`QuantileRegression`QuantileRegression\""]], "]"]], Rule[TooltipStyle, List[Rule[ShowAutoStyles, True], Rule[ShowStringCharacters, True]]]], Function[Annotation[Slot[1], Style[Defer[PacletSymbol["AntonAntonov/QuantileRegression", "AntonAntonov`QuantileRegression`QuantileRegression"]], Rule[ShowStringCharacters, True]], "Tooltip"]]], Rule[Background, RGBColor[0.968`, 0.976`, 0.984`]], Rule[BaselinePosition, Baseline], Rule[DefaultBaseStyle, List[]], Rule[FrameMargins, List[List[0, 0], List[1, 1]]], Rule[FrameStyle, RGBColor[0.831`, 0.847`, 0.85`]], Rule[RoundingRadius, 4]], PacletSymbol["AntonAntonov/QuantileRegression", "AntonAntonov`QuantileRegression`QuantileRegression"], Rule[Selectable, False], Rule[SelectWithContents, True], Rule[BoxID, "PacletSymbolBox"]][finData, 12, 0.5];
DateListPlot[{finData, {#, qFunc[#]} & /@ finData["Times"]}, Joined -> {False, True}, PlotLegends -> {"time series", "fit"}]](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/7783b7b946bc850d.png) |
| Out[11]= |  |
Here we find are some randomly generated 2D points:
| In[12]:= | ![sndData = CompressedData["
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"];](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/41bbcf9e8a539dc2.png){kind=small} |
Here 2D quantile envelopes are computed of the points:
| In[13]:= | ![qs = Range[0.7, 1, 0.05];
qsPoints = InterpretationBox[FrameBox[TagBox[TooltipBox[PaneBox[GridBox[List[List[GraphicsBox[List[Thickness[0.0025`], List[FaceForm[List[RGBColor[0.9607843137254902`, 0.5058823529411764`, 0.19607843137254902`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3]]], List[List[List[205.`, 22.863691329956055`], List[205.`, 212.31669425964355`], List[246.01799774169922`, 235.99870109558105`], List[369.0710144042969`, 307.0436840057373`], List[369.0710144042969`, 117.59068870544434`], List[205.`, 22.863691329956055`]], List[List[30.928985595703125`, 307.0436840057373`], List[153.98200225830078`, 235.99870109558105`], List[195.`, 212.31669425964355`], List[195.`, 22.863691329956055`], List[30.928985595703125`, 117.59068870544434`], List[30.928985595703125`, 307.0436840057373`]], List[List[200.`, 410.42970085144043`], List[364.0710144042969`, 315.7036876678467`], List[241.01799774169922`, 244.65868949890137`], List[200.`, 220.97669792175293`], List[158.98200225830078`, 244.65868949890137`], List[35.928985595703125`, 315.7036876678467`], List[200.`, 410.42970085144043`]], List[List[376.5710144042969`, 320.03370475769043`], List[202.5`, 420.53370475769043`], List[200.95300006866455`, 421.42667961120605`], List[199.04699993133545`, 421.42667961120605`], List[197.5`, 420.53370475769043`], List[23.428985595703125`, 320.03370475769043`], List[21.882003784179688`, 319.1406993865967`], List[20.928985595703125`, 317.4896984100342`], List[20.928985595703125`, 315.7036876678467`], List[20.928985595703125`, 114.70369529724121`], List[20.928985595703125`, 112.91769218444824`], List[21.882003784179688`, 111.26669120788574`], List[23.428985595703125`, 110.37369346618652`], List[197.5`, 9.87369155883789`], List[198.27300024032593`, 9.426692008972168`], List[199.13700008392334`, 9.203690528869629`], List[200.`, 9.203690528869629`], List[200.86299991607666`, 9.203690528869629`], List[201.72699999809265`, 9.426692008972168`], List[202.5`, 9.87369155883789`], List[376.5710144042969`, 110.37369346618652`], List[378.1179962158203`, 111.26669120788574`], List[379.0710144042969`, 112.91769218444824`], List[379.0710144042969`, 114.70369529724121`], List[379.0710144042969`, 315.7036876678467`], List[379.0710144042969`, 317.4896984100342`], List[378.1179962158203`, 319.1406993865967`], List[376.5710144042969`, 320.03370475769043`]]]]], List[FaceForm[List[RGBColor[0.5529411764705883`, 0.6745098039215687`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[44.92900085449219`, 282.59088134765625`], List[181.00001525878906`, 204.0298843383789`], List[181.00001525878906`, 46.90887451171875`], List[44.92900085449219`, 125.46986389160156`], List[44.92900085449219`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6627450980392157`, 0.803921568627451`, 0.5686274509803921`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[355.0710144042969`, 282.59088134765625`], List[355.0710144042969`, 125.46986389160156`], List[219.`, 46.90887451171875`], List[219.`, 204.0298843383789`], List[355.0710144042969`, 282.59088134765625`]]]]], List[FaceForm[List[RGBColor[0.6901960784313725`, 0.5882352941176471`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]]], List[List[List[200.`, 394.0606994628906`], List[336.0710144042969`, 315.4997024536133`], List[200.`, 236.93968200683594`], List[63.928985595703125`, 315.4997024536133`], List[200.`, 394.0606994628906`]]]]]], List[Rule[BaselinePosition, Scaled[0.15`]], Rule[ImageSize, 10], Rule[ImageSize, 15]]], StyleBox[RowBox[List["QuantileEnvelope", " "]], Rule[ShowAutoStyles, False], Rule[ShowStringCharacters, False], Rule[FontSize, Times[0.9`, Inherited]], Rule[FontColor, GrayLevel[0.1`]]]]], Rule[GridBoxSpacings, List[Rule["Columns", List[List[0.25`]]]]]], Rule[Alignment, List[Left, Baseline]], Rule[BaselinePosition, Baseline], Rule[FrameMargins, List[List[3, 0], List[0, 0]]], Rule[BaseStyle, List[Rule[LineSpacing, List[0, 0]], Rule[LineBreakWithin, False]]]], RowBox[List["PacletSymbol", "[", RowBox[List["\"AntonAntonov/QuantileRegression\"", ",", "\"AntonAntonov`QuantileRegression`QuantileEnvelope\""]], "]"]], Rule[TooltipStyle, List[Rule[ShowAutoStyles, True], Rule[ShowStringCharacters, True]]]], Function[Annotation[Slot[1], Style[Defer[PacletSymbol["AntonAntonov/QuantileRegression", "AntonAntonov`QuantileRegression`QuantileEnvelope"]], Rule[ShowStringCharacters, True]], "Tooltip"]]], Rule[Background, RGBColor[0.968`, 0.976`, 0.984`]], Rule[BaselinePosition, Baseline], Rule[DefaultBaseStyle, List[]], Rule[FrameMargins, List[List[0, 0], List[1, 1]]], Rule[FrameStyle, RGBColor[0.831`, 0.847`, 0.85`]], Rule[RoundingRadius, 4]], PacletSymbol["AntonAntonov/QuantileRegression", "AntonAntonov`QuantileRegression`QuantileEnvelope"], Rule[Selectable, False], Rule[SelectWithContents, True], Rule[BoxID, "PacletSymbolBox"]][sndData, qs, 20];](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/3a436bf9613ddab8.png){kind=small} |
Here the envelopes are plotted together with the data:
| In[14]:= | ![Block[{data = sndData}, Show[{ListPlot[data, PlotStyle -> {PointSize[0.006], GrayLevel[0.65]}, AspectRatio -> 1, PlotTheme -> "Detailed", PlotLegends -> SwatchLegend[
Blend[{Blue, Red}, Rescale[#1, {Min[qs], Max[qs]}, {0, 1}]] & /@
qs, qs]], Graphics[{PointSize[0.005], Thickness[0.005], MapThread[{Blend[{Blue, Red}, Rescale[#1, {Min[qs], Max[qs]}, {0, 1}]], Tooltip[Line[Append[#2, #2[[1]]]], #1], Point[#2]} &, {qs, qsPoints}]}]}]]](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/205fdaf932fdaabf.png) |
| Out[14]= |  |
Generate noisy 3D data:
| In[15]:= | ![Block[{c = 2, h = 0.1},
data = Flatten[
Table[{x, y, Exp[-(x^2 + y^2)/4]*(1 + RandomReal[1.2])}, {x, -c, c, h}, {y, x, c, h}], 1];
]](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/41d511a22a2b6e7b.png) |
Compute Quantile regression for probabilities 0.1 and 0.9:
| In[16]:= | ![probs = {0.1, 0.9};
AbsoluteTiming[
funcs = AssociationThread[
probs -> InterpretationBox[FrameBox[TagBox[TooltipBox[PaneBox[GridBox[List[List[GraphicsBox[List[Thickness[0.0025`], List[FaceForm[List[RGBColor[0.9607843137254902`, 0.5058823529411764`, 0.19607843137254902`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 0]], List[List[0, 2, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3], List[0, 1, 0], List[1, 3, 3]]], List[List[List[205.`, 22.863691329956055`], List[205.`, 212.31669425964355`], List[246.01799774169922`, 235.99870109558105`], List[369.0710144042969`, 307.0436840057373`], List[369.0710144042969`, 117.59068870544434`], List[205.`, 22.863691329956055`]], List[List[30.928985595703125`, 307.0436840057373`], List[153.98200225830078`, 235.99870109558105`], List[195.`, 212.31669425964355`], List[195.`, 22.863691329956055`], List[30.928985595703125`, 117.59068870544434`], List[30.928985595703125`, 307.0436840057373`]], List[List[200.`, 410.42970085144043`], List[364.0710144042969`, 315.7036876678467`], List[241.01799774169922`, 244.65868949890137`], List[200.`, 220.97669792175293`], List[158.98200225830078`, 244.65868949890137`], List[35.928985595703125`, 315.7036876678467`], List[200.`, 410.42970085144043`]], List[List[376.5710144042969`, 320.03370475769043`], List[202.5`, 420.53370475769043`], List[200.95300006866455`, 421.42667961120605`], List[199.04699993133545`, 421.42667961120605`], List[197.5`, 420.53370475769043`], List[23.428985595703125`, 320.03370475769043`], List[21.882003784179688`, 319.1406993865967`], List[20.928985595703125`, 317.4896984100342`], List[20.928985595703125`, 315.7036876678467`], List[20.928985595703125`, 114.70369529724121`], List[20.928985595703125`, 112.91769218444824`], List[21.882003784179688`, 111.26669120788574`], List[23.428985595703125`, 110.37369346618652`], List[197.5`, 9.87369155883789`], List[198.27300024032593`, 9.426692008972168`], List[199.13700008392334`, 9.203690528869629`], List[200.`, 9.203690528869629`], List[200.86299991607666`, 9.203690528869629`], List[201.72699999809265`, 9.426692008972168`], List[202.5`, 9.87369155883789`], List[376.5710144042969`, 110.37369346618652`], List[378.1179962158203`, 111.26669120788574`], List[379.0710144042969`, 112.91769218444824`], List[379.0710144042969`, 114.70369529724121`], List[379.0710144042969`, 315.7036876678467`], List[379.0710144042969`, 317.4896984100342`], List[378.1179962158203`, 319.1406993865967`], List[376.5710144042969`, 320.03370475769043`]]]]], List[FaceForm[List[RGBColor[0.5529411764705883`, 0.6745098039215687`, 0.8117647058823529`], Opacity[1.`]]], FilledCurveBox[List[List[List[0, 2, 0], List[0, 1, 0], List[0, 1, 0], List[0, 1, 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List[63.928985595703125`, 315.4997024536133`], List[200.`, 394.0606994628906`]]]]]], List[Rule[BaselinePosition, Scaled[0.15`]], Rule[ImageSize, 10], Rule[ImageSize, 15]]], StyleBox[RowBox[List["QuantileRegression", " "]], Rule[ShowAutoStyles, False], Rule[ShowStringCharacters, False], Rule[FontSize, Times[0.9`, Inherited]], Rule[FontColor, GrayLevel[0.1`]]]]], Rule[GridBoxSpacings, List[Rule["Columns", List[List[0.25`]]]]]], Rule[Alignment, List[Left, Baseline]], Rule[BaselinePosition, Baseline], Rule[FrameMargins, List[List[3, 0], List[0, 0]]], Rule[BaseStyle, List[Rule[LineSpacing, List[0, 0]], Rule[LineBreakWithin, False]]]], RowBox[List["PacletSymbol", "[", RowBox[List["\"AntonAntonov/QuantileRegression\"", ",", "\"AntonAntonov`QuantileRegression`QuantileRegression\""]], "]"]], Rule[TooltipStyle, List[Rule[ShowAutoStyles, True], Rule[ShowStringCharacters, True]]]], Function[Annotation[Slot[1], Style[Defer[PacletSymbol["AntonAntonov/QuantileRegression", "AntonAntonov`QuantileRegression`QuantileRegression"]], Rule[ShowStringCharacters, True]], "Tooltip"]]], Rule[Background, RGBColor[0.968`, 0.976`, 0.984`]], Rule[BaselinePosition, Baseline], Rule[DefaultBaseStyle, List[]], Rule[FrameMargins, List[List[0, 0], List[1, 1]]], Rule[FrameStyle, RGBColor[0.831`, 0.847`, 0.85`]], Rule[RoundingRadius, 4]], PacletSymbol["AntonAntonov/QuantileRegression", "AntonAntonov`QuantileRegression`QuantileRegression"], Rule[Selectable, False], Rule[SelectWithContents, True], Rule[BoxID, "PacletSymbolBox"]][data, 4, probs]];
]](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/0130da356137a19c.png) |
| Out[1]= |  |
Plot the data points and regression quantiles together:
| In[17]:= | ![reg = ConvexHullRegion[Most /@ data];
Show[
ListPointPlot3D[data, Sequence[
BoxRatios -> {1, 1, 2/3}, PlotStyle -> Red, PlotRange -> All]],
Plot3D[Evaluate[Through[Values[funcs][x, y]]], {x, Min[data[[All, 1]]], Max[data[[All, 1]]]}, {y, Min[data[[All, 2]]],
Max[data[[All, 2]]]},
PlotRange -> All, PlotStyle -> {Opacity[0.7`]}, Mesh -> True, PlotTheme -> "LightMesh", PerformanceGoal -> "Quality", PlotLegends -> Keys[funcs], RegionFunction -> Function[{x, y}, RegionMember[reg, {x, y}]]],
ImageSize -> Medium
]](https://www.wolframcloud.com/obj/resourcesystem/images/a95/a95b4763-7c94-432e-9f74-e7dafb653fb3/30ee6597b5a9539b.png) |
| Out[18]= |  |
Publisher
Compatibility
Wolfram Language Version 13.0
External Links
Version History
- 1.0.7 – 20 May 2023
- 1.0.6 – 17 May 2023
- 1.0.5 – 17 May 2023
- 1.0.4 – 16 May 2023
- 1.0.3 – 13 May 2023
- 1.0.2 – 29 April 2023
- 1.0.1 – 29 April 2023
- 1.0.0 – 18 April 2023