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qgam
View on CRAN: Click
here
Download and install qgam package within the R console
Install from CRAN:
install.packages("qgam")
Install from Github:
library("remotes")
install_github("cran/qgam") Install by package version:
library("remotes")
install_version("qgam", "2.0.0") Attach the package and use:
library("qgam")
Maintained by
Matteo Fasiolo
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-08-29
Latest Update: 2025-04-10
Description:
Smooth additive quantile regression models, fitted using
the methods of Fasiolo et al. (2020) .
See Fasiolo at al. (2021) 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.
How to cite:
Matteo Fasiolo (2017). qgam: Smooth Additive Quantile Regression Models. R package version 2.0.0, https://cran.r-project.org/web/packages/qgam. Accessed 26 Aug. 2026.
Previous versions and publish date:
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Other R packages that qgam depends,
imports, suggests or enhances
Complete documentation for qgam
Functions, R codes and Examples using
the qgam R package
Some associated functions: AUDem . UKload . check.learn . check.learnFast . check . check.qgam . cqcheck . cqcheckI . elf . elflss . log1pexp . mqgam . pinLoss . qdo . qgam . sigmoid . tuneLearn . tuneLearnFast .
Some associated R codes: I_adTest.R . I_allVars1.R . I_biasedCov.R . I_brent.R . I_checkLoss.R . I_cleanData.R . I_clusterExport.R . I_clusterSetUp.R . I_colVars.R . I_ctrlSetup.R . I_egamFit.R . I_fitShash.R . I_gamlssFit.R . I_getErrParam.R . I_getPenMatrix.R . I_getVp.R . I_kcheck.R . I_llkGrads.R . I_llkShash.R . I_objFunLearnFast.R . I_prepBootObj.R . I_qqVett.R . I_sandwichLoss.R . I_shashCDF.R . I_shashMode.R . I_shashQf.R . I_tuneLearnBootstrapping.R . I_tuneLearnFullFits.R . check_learn.R . check_learnFast.R . check_qgam.R . cqcheck.R . cqcheckI.R . elf.R . elflss.R . generic_functions.R . log1pexp.R . mqgam.R . pinLoss.R . qdo.R . qgam.R . sigmoid.R . tuneLearn.R . tuneLearnFast.R . Full qgam package functions and examples
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