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Smooth additive quantile regression models, fitted using the methods of Fasiolo et al. (2017) <arXiv:1707.03307>. Differently from 'quantreg', the smoothing parameters are estimated automatically by marginal loss minimization, while the regression coefficients are estimated using either PIRLS or Newton algorithm. The learning rate is determined so that the Bayesian credible intervals of the estimated effects have approximately the correct coverage. The main function is qgam() which is similar to gam() in 'mgcv', but fits non-parametric quantile regression models.

copied from cf-pre-staging / r-qgam
Type Size Name Uploaded Downloads Labels
conda 3.9 MB | win-64/r-qgam-2.0.0-r43h11b023d_0.conda  2 months and 15 days ago 35 main
conda 3.9 MB | win-64/r-qgam-2.0.0-r44h11b023d_0.conda  2 months and 15 days ago 38 main
conda 3.9 MB | osx-arm64/r-qgam-2.0.0-r44h570997c_0.conda  2 months and 15 days ago 29 main
conda 3.9 MB | osx-64/r-qgam-2.0.0-r43h79f565e_0.conda  2 months and 15 days ago 38 main
conda 3.9 MB | linux-64/r-qgam-2.0.0-r43h2b5f3a1_0.conda  2 months and 15 days ago 316 main
conda 3.9 MB | osx-arm64/r-qgam-2.0.0-r43h570997c_0.conda  2 months and 15 days ago 33 main
conda 3.9 MB | linux-aarch64/r-qgam-2.0.0-r44hdd76399_0.conda  2 months and 15 days ago 33 main
conda 3.9 MB | linux-64/r-qgam-2.0.0-r44h2b5f3a1_0.conda  2 months and 15 days ago 269 main
conda 3.9 MB | osx-64/r-qgam-2.0.0-r44h79f565e_0.conda  2 months and 15 days ago 34 main
conda 3.9 MB | linux-ppc64le/r-qgam-2.0.0-r44h8956275_0.conda  2 months and 15 days ago 16 main
conda 3.9 MB | linux-aarch64/r-qgam-2.0.0-r43hdd76399_0.conda  2 months and 15 days ago 33 main
conda 3.9 MB | linux-ppc64le/r-qgam-2.0.0-r43h8956275_0.conda  2 months and 15 days ago 14 main
conda 3.8 MB | win-64/r-qgam-1.3.4-r44h11b023d_4.conda  11 months and 8 days ago 285 main
conda 3.8 MB | win-64/r-qgam-1.3.4-r43h11b023d_4.conda  11 months and 8 days ago 288 main
conda 3.8 MB | osx-arm64/r-qgam-1.3.4-r44h07cda29_4.conda  11 months and 8 days ago 348 main
conda 3.8 MB | osx-64/r-qgam-1.3.4-r43h6b9d099_4.conda  11 months and 8 days ago 262 main
conda 3.8 MB | linux-ppc64le/r-qgam-1.3.4-r44hc48f542_4.conda  11 months and 8 days ago 248 main
conda 3.8 MB | osx-arm64/r-qgam-1.3.4-r43h07cda29_4.conda  11 months and 8 days ago 354 main
conda 3.8 MB | osx-64/r-qgam-1.3.4-r44h6b9d099_4.conda  11 months and 8 days ago 282 main
conda 3.8 MB | linux-aarch64/r-qgam-1.3.4-r43hc1cf72c_4.conda  11 months and 8 days ago 405 main
conda 3.8 MB | linux-aarch64/r-qgam-1.3.4-r44hc1cf72c_4.conda  11 months and 8 days ago 225 main
conda 3.8 MB | linux-ppc64le/r-qgam-1.3.4-r43hc48f542_4.conda  11 months and 8 days ago 226 main
conda 3.8 MB | linux-64/r-qgam-1.3.4-r44hdb488b9_4.conda  11 months and 8 days ago 1540 main
conda 3.8 MB | linux-64/r-qgam-1.3.4-r43hdb488b9_4.conda  11 months and 8 days ago 1949 main
conda 3.8 MB | win-64/r-qgam-1.3.4-r41h6d2157b_3.conda  1 year and 4 months ago 281 main

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