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qgam: quantile non-parametric additive models1 years ago
A first example: smoothing the motorcycle dataset | Handling big data sets | Dealing with heteroscedasticity | Model checking | Setting the loss-smoothing parameter and checking convergence | Application to probabilistic electricity load forecasting | References
An Introduction to mvnfast3 years ago
Introduction | Simulating multivariate normal or Student's t random vectors | Evaluating the multivariate normal and Student's t densities | Evaluating the Mahalanobis distance | Example: mean-shift mode seeking algorithm | References
An introduction to mgcViz: visual tools for GAMs4 years ago
mgcViz basics | Layered smooth effect plots | Effect-specific plots | The plot.gamViz method | Interactive rgl smooth effect plots | Model checking | New version of traditional model checks | The qq.gamViz method | The check.gamViz method | New layered model checks | One dimensional checks using check1D | Two dimensional checks using check2D | Special plots | Differences-between-smooths plots | Plotting multiple slices of multi-dimensional smooth effects | References
esaddle_vignette5 years ago
An Introduction to esaddle | Introduction | An univariate example | A bivariate example | References