Package: quantgen 1.0.0

Ryan Tibshirani

quantgen: Tools for generalized quantile modeling

Tools for generalized quantile modeling: regularized quantile regression (with generalized lasso penalties and noncrossing constraints), cross-validation, quantile extrapolation, and quantile ensembles.

Authors:Ryan Tibshirani [aut, cre], Logan Brooks [aut]

quantgen_1.0.0.tar.gz
quantgen_1.0.0.zip(r-4.7)quantgen_1.0.0.zip(r-4.6)quantgen_1.0.0.zip(r-4.5)
quantgen_1.0.0.tgz(r-4.6-any)quantgen_1.0.0.tgz(r-4.5-any)
quantgen_1.0.0.tar.gz(r-4.7-any)quantgen_1.0.0.tar.gz(r-4.6-any)
quantgen_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
quantgen/json (API)

# Install 'quantgen' in R:
install.packages('quantgen', repos = c('https://epiforecasts.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/ryantibs/quantgen/issues

Pkgdown/docs site:https://ryantibs.github.io

On CRAN:

Conda:

5.41 score 1 packages 41 scripts 22 exports 4 dependencies

Last updated from:2fe981532d. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK147
source / vignettesOK161
linux-release-x86_64OK140
macos-release-arm64OK94
macos-oldrel-arm64OK83
windows-develOK96
windows-releaseOK85
windows-oldrelOK92
wasm-releaseOK114

Exports:combine_into_arraycv_quantile_genlassocv_quantile_lassoexp_padget_diff_matget_lambda_maxget_lambda_seqlog_padlogit_padquantile_ensemblequantile_extrapolatequantile_genlassoquantile_genlasso_gridquantile_genlasso_objectivequantile_lassoquantile_lasso_gridquantile_lasso_objectivequantile_lossrefit_quantile_genlassorefit_quantile_lassosigmd_padunif_jitter

Dependencies:latticeMatrixRglpkslam

Getting started with quantgen
Installing | Quantile lasso | Multiple quantiles | Tau x lambda grid | Other options
Rendered fromquantgen.Rmdusingknitr::rmarkdown

Last update: 2022-09-28
Started: 2021-08-29

Cross-validation
Rendered fromcross_validation.Rmdusingknitr::rmarkdown

Last update: 2021-08-29
Started: 2021-08-29

Noncrossing constraints
Rendered fromnoncrossing_constraints.Rmdusingknitr::rmarkdown

Last update: 2021-08-29
Started: 2021-08-29

Quantile extrapolation
Rendered fromquantile_extrapolation.Rmdusingknitr::rmarkdown

Last update: 2021-08-29
Started: 2021-08-29

Quantile stacking
Rendered fromquantile_stacking.Rmdusingknitr::rmarkdown

Last update: 2021-08-29
Started: 2021-08-29

Mathematical details
Rendered frommathematical_details.Rmdusingknitr::rmarkdown

Last update: 2021-08-29
Started: 2021-08-29

Readme and manuals

Help Manual

Help pageTopics
Coef function for quantile_ensemble objectcoef.quantile_ensemble
Coef function for quantile_genlasso objectcoef.quantile_genlasso
Combine matrices into an arraycombine_into_array
Cross-validation for quantile generalized lassocv_quantile_genlasso
Cross-validation for quantile lassocv_quantile_lasso
Difference matrixget_diff_mat
Lambda max for quantile generalized lassoget_lambda_max
Lambda sequence for quantile generalized lassoget_lambda_seq
Convenience functions for log/exp mappingsexp_pad log_pad
Convenience functions for logit/sigmoid mappingslogit_pad sigmd_pad
Plot function for quantile_genlasso objectplot.cv_quantile_genlasso
Predict function for cv_quantile_genlasso objectpredict.cv_quantile_genlasso
Predict function for quantile_ensemble objectpredict.quantile_ensemble
Predict function for quantile_genlasso objectpredict.quantile_genlasso
Predict function for quantile_genlasso_grid objectpredict.quantile_genlasso_grid
quantgen: Tools for generalized quantile modelingquantgen-package quantgen
Quantile ensemblequantile_ensemble
Quantile extrapolaterquantile_extrapolate
Quantile generalized lassoquantile_genlasso
Quantile generalized lasso on a tau by lambda gridquantile_genlasso_grid
Quantile generalized lasso objectivequantile_genlasso_objective
Quantile lassoquantile_lasso
Quantile lasso on a tau by lambda gridquantile_lasso_grid
Quantile lasso objectivequantile_lasso_objective
Quantile lossquantile_loss
Refit function for cv_quantile_genlasso objectrefit_quantile_genlasso
Refit function for cv_quantile_lasso objectrefit_quantile_lasso
Convenience function for uniform jitterunif_jitter