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Section: New Results

QuantifQuantile : an R package for performing quantile regression trough optimal quantization

Participants : Isabelle Charlier, Jérôme Saracco.

Quantile regression allows to assess the impact of some covariate X on a response Y . An important application is the construction of reference curves and conditional prediction intervals for Y . Recently, [21] developed a new nonparametric quantile regression method based on the concept of optimal quantization. We now describe an R package, called QuantifQuantile, that allows to perform quantization-based quantile regression. We describe the various functions of the package and provide examples. This work is in collaboration with Davy Paindaveine from Université Libre de Bruxelles. It has been presented in the national conference on the R software [43] .