quant.m

来自「计量工具箱」· M 代码 · 共 16 行

function res=quant(var1,var2,pp,alpha)
% PURPOSE: This function computes conditional quantiles of the variable var2 given var1
%--------------------------------------------------------------
% USAGE: res = quant(var1,var2,p)
% where:   var1 =  first coordinates of the points of the sample (vector nx1)
%          var2 =  second coordinates of the points of the sample (vector nx1)
%          p = order of the quantile (scalar)
%          alpha = percentage used to compute the bandwidth
%--------------------------------------------------------------
% OUTPUTS: res =  (vector nx1)
%--------------------------------------------------------------
% NOTE: uses the kernel estimator given by the function fastbinsmooth.m
%--------------------------------------------------------------
% Christine Thomas-Agnan, Anne Ruiz-Gazen, Julien Moutel
% June 2003
% Universit