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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-post-staging / r-qgam
Type Size Name Uploaded Downloads Labels
conda 3.9 MB | osx-arm64/r-qgam-2.0.0-r45h6168396_1.conda  24 days and 9 hours ago 29 main
conda 3.9 MB | osx-64/r-qgam-2.0.0-r45h735ac91_1.conda  24 days and 9 hours ago 32 main
conda 3.9 MB | win-64/r-qgam-2.0.0-r45heceb674_1.conda  24 days and 9 hours ago 35 main
conda 3.9 MB | osx-arm64/r-qgam-2.0.0-r44h6168396_1.conda  24 days and 9 hours ago 30 main
conda 3.9 MB | win-64/r-qgam-2.0.0-r44heceb674_1.conda  24 days and 10 hours ago 32 main
conda 3.9 MB | osx-64/r-qgam-2.0.0-r44h735ac91_1.conda  24 days and 10 hours ago 31 main
conda 3.9 MB | linux-64/r-qgam-2.0.0-r45h54b55ab_1.conda  24 days and 10 hours ago 100 main
conda 3.9 MB | linux-ppc64le/r-qgam-2.0.0-r44h2c58681_1.conda  24 days and 10 hours ago 14 main
conda 3.9 MB | linux-aarch64/r-qgam-2.0.0-r45h0557e7b_1.conda  24 days and 10 hours ago 30 main
conda 3.9 MB | linux-aarch64/r-qgam-2.0.0-r44h0557e7b_1.conda  24 days and 10 hours ago 30 main
conda 3.9 MB | linux-ppc64le/r-qgam-2.0.0-r45h2c58681_1.conda  24 days and 10 hours ago 19 main
conda 3.9 MB | linux-64/r-qgam-2.0.0-r44h54b55ab_1.conda  24 days and 10 hours ago 118 main
conda 3.9 MB | win-64/r-qgam-2.0.0-r43h11b023d_0.conda  5 months and 27 days ago 53 main
conda 3.9 MB | win-64/r-qgam-2.0.0-r44h11b023d_0.conda  5 months and 27 days ago 53 main
conda 3.9 MB | osx-arm64/r-qgam-2.0.0-r44h570997c_0.conda  5 months and 27 days ago 45 main
conda 3.9 MB | osx-64/r-qgam-2.0.0-r43h79f565e_0.conda  5 months and 27 days ago 52 main
conda 3.9 MB | linux-64/r-qgam-2.0.0-r43h2b5f3a1_0.conda  5 months and 27 days ago 594 main
conda 3.9 MB | osx-arm64/r-qgam-2.0.0-r43h570997c_0.conda  5 months and 27 days ago 49 main
conda 3.9 MB | linux-aarch64/r-qgam-2.0.0-r44hdd76399_0.conda  5 months and 27 days ago 51 main
conda 3.9 MB | linux-64/r-qgam-2.0.0-r44h2b5f3a1_0.conda  5 months and 27 days ago 540 main
conda 3.9 MB | osx-64/r-qgam-2.0.0-r44h79f565e_0.conda  5 months and 27 days ago 49 main
conda 3.9 MB | linux-ppc64le/r-qgam-2.0.0-r44h8956275_0.conda  5 months and 27 days ago 20 main
conda 3.9 MB | linux-aarch64/r-qgam-2.0.0-r43hdd76399_0.conda  5 months and 27 days ago 49 main
conda 3.9 MB | linux-ppc64le/r-qgam-2.0.0-r43h8956275_0.conda  5 months and 27 days ago 19 main
conda 3.8 MB | win-64/r-qgam-1.3.4-r44h11b023d_4.conda  1 year and 2 months ago 298 main

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