CRAN/E | SPQR

SPQR

Semi-Parametric Quantile Regression

Installation

About

Methods for flexible estimation of conditional density and quantile function, as well as model agnostic tools for analyzing quantile covariate effect and variable importance. The estimation method implements the semi-parametric quantile regression model described in Xu and Reich (2021) doi:10.1111/biom.13576, and the model agnostic tools extend accumulative local effects (ALE) to quantile regression setting.

github.com/stevengxu/SPQR
System requirements C++11
Bug report File report

Key Metrics

Version 0.1.0
R ≥ 3.6
Published 2022-05-02 578 days ago
Needs compilation? yes
License GPL (≥ 3)
CRAN checks SPQR results

Downloads

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Maintainer

Maintainer

Steven Xu

sgxu@ncsu.edu

Authors

Steven Xu

aut / cre

Reetam Majumder

aut

Brian Reich

ctb

Material

README
NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 3.6

Imports

Rcpp ≥ 1.0.8
stats
torch
splines2
ggplot2
loo
progress
progressr
interp
RColorBrewer
yaImpute
coro ≥1.0.2

Suggests

testthat ≥ 3.0.0

LinkingTo

Rcpp
RcppArmadillo