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Smooth Additive Quantile Regression Models

6packages dependsuggested by 2
287.3Kdownloads / year
48.0%test coverage
12/13flavors OK

Overview

About

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.

Install

Health

CRAN checks
1ERROR12OK
Check messages
ERRORtestsr-devel-windows-x86_64
Running 'testthat.R' [112s]
Running the tests in 'tests/testthat.R' failed.
Complete output:
  > library(testthat)
  > library(qgam)
  Loading required package: mgcv
  Loading required package: nlme
  This is mgcv 1.9-4. For overview type '?mgcv'.
  > 
  > test_check("qgam")
  Saving _problems/test-calFastTuneLearn-98.R
  Saving _problems/test-calFastTuneLearn-102.R
  Saving _problems/test-calFastTuneLearnFast-80.R
  Saving _problems/test-calFastTuneLearnFast-87.R
  Saving _problems/test-qgam_discrete-72.R
  Saving _problems/test-qgam_discrete-77.R
  [ FAIL 6 | WARN 6 | SKIP 3 | PASS 1 ]
  
  ══ Skipped tests (3) ═══════════════════════════════════════════════════════════
  • empty test (3): , ,
  
  ══ Failed tests ════════════════════════════════════════════════════════════════
  ── Failure ('test-calFastTuneLearn.R:83:5'): calFastTuneLearn ──────────────────
  `{ ... }` threw an error.
  Message: lazy-load database 'D:/temp/2026_10_19_01_50_00_32085/RtmpOk95eS/RLIBS_5c3406fe02473/mg
...[truncated]...
on
  Backtrace:
       ▆
    1. ├─testthat::expect_error(...) at test-qgam_discrete.R:61:5
    2. │ └─testthat:::quasi_capture(...)
    3. │   ├─testthat (local) .capture(...)
    4. │   │ └─base::withCallingHandlers(...)
    5. │   └─rlang::eval_bare(quo_get_expr(.quo), quo_get_env(.quo))
    6. └─base::lapply(...) at test-qgam_discrete.R:64:9
    7.   └─qgam (local) FUN(X[[i]], ...)
    8.     └─qgam::qgam(...) at test-qgam_discrete.R:66:35
    9.       └─qgam::tuneLearnFast(...)
   10.         └─mgcv::predict.gam(mObj, newdata = data, type = "lpmatrix")
  ── Error ('test-qgam_discrete.R:77:5'): qgam_discrete ──────────────────────────
  <subscriptOutOfBoundsError/error/condition>
  Error in `tmp[, 3 + 1]`: subscript out of bounds
  Backtrace:
      ▆
   1. ├─base::plot(...) at test-qgam_discrete.R:77:5
   2. └─graphics::plot.default(...)
   3.   └─grDevices::xy.coords(x, y, xlabel, ylabel, log)
  
  [ FAIL 6 | WARN 6 | SKIP 3 | PASS 1 ]
  Error:
  ! Test failures.
  Execution halted

CRAN check page ↗

Slowest check: 10.7 min · r-release-macos-x86_64
Status changes
  • ERROR12 OK, 1 ERROR2026-10-20
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK12 OK2026-04-25
  • NOTE11 OK, 3 NOTE2026-03-10
Advisories

none known

Documentation

In release 2.0.0
READMENoVignettesYes · 1 · dynamicNEWSNoCitation fileYes · cites a publicationWebsitenot declared in DESCRIPTION
Cites a JSS article
Help pages
18
Examples that run
83%15 run in a plain check · 3 never run
Exported functions with examples
100%
Documented parameters
not tracked
Return-value docs
not tracked
Help pages citing references
61%

Downloads

287.3K
CRAN downloads in the past year
Rank #665 · ~787/day · ~23.9K/mo
Daily download trend is not available in this view yet.
26.3K30 days
82.2K90 days
287.3K1 year
Compare downloads with other packages →
Also on1.8K r2u10 autocran7.5K conda_forge254 c2d4u

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)

Installing qgam adds 34 packages (20 with compiled code, 26 MB of source tarballs). Heaviest: bslib 5.6 MB, promises 3.1 MB, sass 2.9 MB.

Depends (2)
R >= 4.0mgcv
Imports (5)
shinyplyrdoParallelparallelgrDevices
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
6direct
12indirect
Depends 1 · Imports 5
Suggested by 2
Depends, Imports or LinkingTo, most downloaded first
Suggests, most downloaded first

Datasets

People & History

People (6)
Author, Maintainer since 1.1.1 (2017)
Author · added in 2.0.0
Contributor
Contributor
Contributor · added in 1.2.1
Contributor · added in 1.3.0
Listed in earlier versions (1)
Raphael Nedellec.
no longer listed · 1.1.1
Releases (10)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 2.0.0Latest
    record
    2025-04-10 · current release · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • 1.3.4
    record
    2021-11-22 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 1.3.3
    record
    2021-04-27 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • 1.3.2
    record
    2020-02-03 · diff ↗
  • 1.3.1
    record
    2020-02-01 · diff ↗
  • 1.3.0
    record
    2019-06-07 · diff ↗
  • R
    R 3.6.0 released · 2019-04-26
  • 1.2.3
    record
    2019-01-24 · diff ↗
  • 1.2.2
    record
    2018-05-29 · diff ↗
Show 4 earlier eventsHide 4 earlier events
  • 1.2.1
    record
    2018-05-27 · diff ↗
  • R
    R 3.5.0 released · 2018-04-23
  • 1.1.1
    record
    2017-08-29
  • R
    R 3.4.0 released · 2017-04-21

Package metadata

First published
2017-08-29
Total releases
10 / 9 yrs
License
GPL (>= 2) OSI
Minimum R
≥ 4.0
Bundled data
374 KB / 2 files
Download size
3.9 MB

Cite

Cite this package

Run in R for the authors' entry:

citation("qgam")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.18637/jss.v100.i09.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for qgam version 2.0.0 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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