MATLAB: Quantile regression in Matlab

quantile regression

Hi, I'm looking for some information on qunatile regression and basic matlab functions and code for the same.

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I am unaware of any built-in functions in MATLAB (including the Statistics and Machine Learning Toolbox) that perform quantile regression. It looks like there a couple submissions in the File Exchange that might be worth checking out. (I have not tried them myself.)

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MATLAB: L1-penalised lasso quantile regression

you can find it on this website https://faculty.fuqua.duke.edu/~abn5/belloni-software.html

MATLAB: Regression

Here is an example:

x = (1:20)';
y = 2 + 3*x + 7*rand(20,1);
model = fit(x,y,'poly1')
figure
plot(model,x,y)

The plot command here is an "overloaded" method for cfit objects (the output of the fit command). The documentation is here: http://www.mathworks.com/help/toolbox/curvefit/plot.html

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Related Solutions

MATLAB: L1-penalised lasso quantile regression

MATLAB: Regression

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