qrcmNP - Nonlinear and Penalized Quantile Regression Coefficients Modeling
Nonlinear and Penalized parametric modeling of quantile regression coefficient functions. Sottile G, Frumento P, Chiodi M and Bottai M (2020) <doi:10.1177/1471082X19825523>.
Last updated 1 years ago
1.11 score 1 stars 13 scripts 207 downloadsislasso - The Induced Smoothed Lasso
An implementation of the induced smoothing (IS) idea to lasso regularization models to allow estimation and inference on the model coefficients (currently hypothesis testing only). Linear, logistic, Poisson and gamma regressions with several link functions are implemented. The algorithm is described in the original paper; see <doi:10.1177/0962280219842890> and discussed in a tutorial <doi:10.13140/RG.2.2.16360.11521>.
Last updated 1 years ago
fortranopenblas
1.00 score 2 scripts 410 downloadsclustEff - Clusters of Effects Curves in Quantile Regression Models
Clustering method to cluster both effects curves, through quantile regression coefficient modeling, and curves in functional data analysis. Sottile G. and Adelfio G. (2019) <doi:10.1007/s00180-018-0817-8>.
Last updated 1 years ago
1.00 score 7 scripts 293 downloadschangepointsVar - Change-Points Detections for Changes in Variance
Detection of change-points for variance of heteroscedastic Gaussian variables with piecewise constant variance function. Adelfio, G. (2012), Change-point detection for variance piecewise constant models, Communications in Statistics, Simulation and Computation, 41:4, 437-448, <doi:10.1080/03610918.2011.592248>.
Last updated 1 years ago
1.00 score 3 scripts 216 downloadsQest - Quantile-Based Estimator
Quantile-based estimators (Q-estimators) can be used to fit any parametric distribution, using its quantile function. Q-estimators are usually more robust than standard maximum likelihood estimators. The method is described in: Sottile G. and Frumento P. (2022). Robust estimation and regression with parametric quantile functions. <doi:10.1016/j.csda.2022.107471>.
Last updated 1 years ago
fortran
1.00 score 197 downloads