Montreal R Workshop: Quantile Regression

Stewart Biology Building, McGill University (Rm N4/17) Monday, April 24, 2012  14h-16h
Dr. Arthur Charpentier (UQàM)

In this workshop we will examine difference concepts related to quantiles, and practical issues based on R codes.

This workshop will present quantile regression, and the idea of iterative least square estimation. It will present an illustration on climate change and hurricanes.

Learning Objectives

The participant will:
1) Basics on quantiles: definition, use of quantiles for monte carlo simulation, boxplots, confidence intervals, etc.

2)
Present quantile regression and estimation issues. Application to hurricanes.

3)
Get an introduction of outliers, bagplot and multivariate quantiles

Prerequisites

We will build on ideas presented in the workshop on Likelihood Methods, on least square regression.

The goal of this workshop is to present nice application of quantiles, and outlier detection.

That being said, a basic working understanding of R is assumed.  Knowledge of functions and loops in R will be advantageous, but not a must. There will be connections at the end of the workshop with principal component analysis.

For more info go here, or register here.

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