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r_test/r-qrsvm

r-qrsvm

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Quantile Regression (QR) using Support Vector Machines under the Pinball-Loss. Estimation is based on "Nonparametric Quantile Regression" by I. Takeuchi, Q.V.Le , T. Sears, A.J.Smola (2004). Implementation relies on 'quadprog' package, package 'kernlab' Kernelfunctions and package 'Matrix' nearPD to find next Positive definite Kernelmatrix. Package estimates quantiles individually but an Implementation of non crossing constraints coming soon. Function multqrsvm() now supports parallel backend for faster fitting.

Installation

To install this package, run one of the following:

Conda
$conda install r_test::r-qrsvm

Usage Tracking

0.2.1
1 / 8 versions selected
Downloads (Last 6 months): 0

About

Summary

Quantile Regression (QR) using Support Vector Machines under the Pinball-Loss. Estimation is based on "Nonparametric Quantile Regression" by I. Takeuchi, Q.V.Le , T. Sears, A.J.Smola (2004). Implementation relies on 'quadprog' package, package 'kernlab' Kernelfunctions and package 'Matrix' nearPD to find next Positive definite Kernelmatrix. Package estimates quantiles individually but an Implementation of non crossing constraints coming soon. Function multqrsvm() now supports parallel backend for faster fitting.

Last Updated

Oct 15, 2019 at 16:41

License

GPL-2

Total Downloads

1

Version Downloads

1

Supported Platforms

noarch

Home

https://CRAN.R-project.org/package=qrsvm