Package: qgam
Type: Package
Title: Smooth Additive Quantile Regression Models
Version: 2.0.1
Date: 2026-03-20
Authors@R: c(person("Matteo", "Fasiolo", email = "matteo.fasiolo@gmail.com", role = c("aut", "cre")),
             person("Ben", "Griffiths", role = c("aut")), 
             person("Simon", "N. Wood", role = c("ctb")), 
             person("Margaux", "Zaffran", role = c("ctb")), 
             person("Yannig", "Goude", role = c("ctb")),
             person("Raphael", "Nedellec", role = c("ctb")))
Maintainer: Matteo Fasiolo <matteo.fasiolo@gmail.com>
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.
License: GPL (>=2)
Depends: R (>= 4.0), mgcv (>= 1.9)
Imports: parallel, grDevices
Suggests: shiny, knitr, rmarkdown, MASS, testthat
VignetteBuilder: knitr
Encoding: UTF-8
Config/roxygen2/version: 8.0.0
Repository: https://mfasiolo.r-universe.dev
Date/Publication: 2026-10-09 13:33:45 UTC
RemoteUrl: https://github.com/mfasiolo/qgam
RemoteRef: HEAD
RemoteSha: af9ca4050b47da40a379851246c98280d06e553b
NeedsCompilation: yes
Packaged: 2026-10-09 16:45:13 UTC; root
Author: Matteo Fasiolo [aut, cre],
  Ben Griffiths [aut],
  Simon N. Wood [ctb],
  Margaux Zaffran [ctb],
  Yannig Goude [ctb],
  Raphael Nedellec [ctb]