qgam
Smooth Additive Quantile Regression Models
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.
- Version1.3.4
- R version≥ 3.5.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- qgam citation info
- Last release11/22/2021
Documentation
Team
Matteo Fasiolo
MaintainerShow author detailsYannig Goude
Show author detailsRolesContributorSimon N. Wood
Show author detailsRolesContributorRaphael Nedellec
Show author detailsRolesContributorMargaux Zaffran
Show author detailsRolesContributor
Insights
Last 30 days
This package has been downloaded 18,341 times in the last 30 days. The academic equivalent of having a dedicated subreddit. There are fans, and maybe even a few trolls! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 813 times.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
This package has been downloaded 130,152 times in the last 365 days. This is the kind of download count that makes grant committees nod approvingly. A job well done, even the stoic reviewers might be impressed! The day with the most downloads was Apr 02, 2025 with 813 downloads.
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
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Dependencies
- Depends1 package
- Imports3 packages
- Suggests5 packages
- Reverse Depends1 package
- Reverse Imports4 packages
- Reverse Suggests2 packages