Smooth additive quantile regression models, fitted using the methods of Fasiolo et al. (2020) <doi:10.1080/01621459.2020.1725521>. See Fasiolo at al. (2021) <doi:10.18637/jss.v100.i09> for an introduction to the package. 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.
Version: 2.0.0 Depends: R (≥ 4.0), mgcv (≥ 1.9) Imports: shiny, plyr, doParallel, parallel, grDevices Suggests: knitr, rmarkdown, MASS, RhpcBLASctl, testthat Published: 2025-04-10 DOI: 10.32614/CRAN.package.qgam Author: Matteo Fasiolo [aut, cre], Ben Griffiths [aut], Simon N. Wood [ctb], Margaux Zaffran [ctb], Yannig Goude [ctb], Raphael Nedellec [ctb] Maintainer: Matteo Fasiolo <matteo.fasiolo at gmail.com> License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] NeedsCompilation: yes Citation: qgam citation info CRAN checks: qgam results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=qgam to link to this page.
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