Section: New Software and Platforms

Package QuantifQuantile

Functional Description This R package is dedicated to the estimation of conditional quantiles using optimal quantization. It allows the construction of an optimal grid of N quantizers, the estimation of conditional quantiles and the data driven selection of the size $N$ of the grid. Graphical illustrations are available for the selection of N and of resulting estimated curves or surfaces when the dimension of the covariate is one or two.

• Isabelle Charlier, Jérôme Saracco

• Contact: Isabelle Charlier

• URL: https://cran.r-project.org/web/packages/QuantifQuantile/index.html