qgam
Smooth Additive Quantile Regression Models
Description
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.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (3 non-OK)
installed package size
installed size is 6.0Mb
sub-directories of 1Mb or more:
doc 5.2Mb
installed package size
installed size is 6.0Mb
sub-directories of 1Mb or more:
doc 5.2Mb
installed package size
installed size is 5.9Mb
sub-directories of 1Mb or more:
doc 5.2Mb
Check History
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 6.0Mb
sub-directories of 1Mb or more:
doc 5.2Mb
installed package size
installed size is 6.0Mb
sub-directories of 1Mb or more:
doc 5.2Mb
installed package size
installed size is 5.9Mb
sub-directories of 1Mb or more:
doc 5.2Mb