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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  23 days and 13 hours ago 26 main
conda 3.9 MB | osx-64/r-qgam-2.0.0-r45h735ac91_1.conda  23 days and 13 hours ago 28 main
conda 3.9 MB | win-64/r-qgam-2.0.0-r45heceb674_1.conda  23 days and 13 hours ago 33 main
conda 3.9 MB | osx-arm64/r-qgam-2.0.0-r44h6168396_1.conda  23 days and 13 hours ago 25 main
conda 3.9 MB | win-64/r-qgam-2.0.0-r44heceb674_1.conda  23 days and 13 hours ago 31 main
conda 3.9 MB | osx-64/r-qgam-2.0.0-r44h735ac91_1.conda  23 days and 13 hours ago 29 main
conda 3.9 MB | linux-64/r-qgam-2.0.0-r45h54b55ab_1.conda  23 days and 13 hours ago 99 main
conda 3.9 MB | linux-ppc64le/r-qgam-2.0.0-r44h2c58681_1.conda  23 days and 13 hours ago 14 main
conda 3.9 MB | linux-aarch64/r-qgam-2.0.0-r45h0557e7b_1.conda  23 days and 13 hours ago 30 main
conda 3.9 MB | linux-aarch64/r-qgam-2.0.0-r44h0557e7b_1.conda  23 days and 13 hours ago 30 main
conda 3.9 MB | linux-ppc64le/r-qgam-2.0.0-r45h2c58681_1.conda  23 days and 13 hours ago 19 main
conda 3.9 MB | linux-64/r-qgam-2.0.0-r44h54b55ab_1.conda  23 days and 13 hours ago 116 main
conda 3.9 MB | win-64/r-qgam-2.0.0-r43h11b023d_0.conda  5 months and 27 days ago 52 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 44 main
conda 3.9 MB | osx-64/r-qgam-2.0.0-r43h79f565e_0.conda  5 months and 27 days ago 51 main
conda 3.9 MB | linux-64/r-qgam-2.0.0-r43h2b5f3a1_0.conda  5 months and 27 days ago 592 main
conda 3.9 MB | osx-arm64/r-qgam-2.0.0-r43h570997c_0.conda  5 months and 27 days ago 48 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 538 main
conda 3.9 MB | osx-64/r-qgam-2.0.0-r44h79f565e_0.conda  5 months and 27 days ago 48 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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