101 questions
Tooling
0
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67
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Good packages for bounded Linear Quantile Regression?
I'm looking for a good package to train a linear quantile regression model, i.e. $\hat y = \sum_{i=1}^n w_i \cdot X_i$. With $x_i$ are the input features, and $w_i$ are the bounded trainable weights. ...
2
votes
1
answer
88
views
Is there a way to weight geom_smooth by different quantiles?
I am depicting the 14 day spei conditions leading up to and following wildfires. I'm looking for trends in variability or dips. In my study region, n = 399. As one could expect, there is a lot of ...
0
votes
1
answer
114
views
how to get global p for categorical variables in quantreg::rq
I am running an analysis for quantile regression evaluated at the median. Below is the code that I have used. My Education level is a 4-level data, giving me 3 p-values. I would like to get an overall ...
0
votes
1
answer
78
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estimating conditional densities from expectile 'bundle' with expectreg
(please tag 'expectreg' - don't have the rep)
This framework and package seems to exist more or less in the shadows but I'm going to try my luck here.
I'm trying to estimate distribution Y|X non-...
0
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0
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103
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Quantile regression in SAS vs Python
Given this dataset
df=pd.DataFrame({'year':[2000,2000,2000,2000,2000,2001,2001,2001,2001,2001,2002,2002,2002,2002,2002],'metric':[2,3,4,5,6,12,13,14,15,16,22,23,24,25,26]})
running quantile ...
2
votes
0
answers
623
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implementing keras version of quantile loss for regression
I am trying to implement Quantile loss for a regression problem based on the formula from this article (number 14 at the end of the article):
Here is my implementation:
import numpy as np
def ...
0
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1
answer
192
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Is it normal that quantregForest predictions and error metrics are completely different (and worse) than RandomForest ones with same data?
I am using quantregForest to perform quantile regression. Since I already have a script which uses randomForest, at first I simply tried to replace all my calls to randomForest with quantregForest and ...
0
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1
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642
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Find Pseudo R-squared for quantile regression models
I have tried to implement quantile regression for the Boston dataset.
library(MASS)
data(Boston)
attach(Boston)
qr_res_0.9 <- rq(medv ~ lstat + rm + crim + dis,
tau = 0.9,...
0
votes
1
answer
715
views
i need to install rqpd R package for quantile regression
i am doing a Quantile regression project. i have the R codes. i needed to install rqpd package for that. I find this code for installing the package :
install.packages("rqpd", repos="...
0
votes
1
answer
560
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Quantile Forest error "predict() got an unexpected keyword argument 'quantiles'"
I continue to run into errors when run any form of quantile forest models with the prediction and quantile phases. I am following this example but with my own X and y. I have trained many a random ...
1
vote
0
answers
130
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How to improve the performance of segmented regression using quantile regression in R?
I am currently working on a project where I need to estimate changes in physical fitness over time using segmented regression with quantile regression in R. The data I'm working with consists of ...
0
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1
answer
46
views
How to plot confidence interval for yintercept in ggplot
I have two datasets. One with quantile estimates for multiple quantiles and the other with ols estimate.
d1 <- structure(
list(
tau = c(0.05, 0.1, 0.15, 0.2, 0.25, 0.3, 0.35, 0.4, 0.45, 0.5, ...
2
votes
1
answer
1k
views
How to create multiple spanner headers in gtsummary
Iv created two merged tables of quantiile regression as explained here
https://yuzar-blog.netlify.app/posts/2022-12-01-quantileregression/
tbl_merge(
tbls = list(
tbl_regression(l) %>% ...
1
vote
1
answer
377
views
quantreg::rq in R provides unstable p-values
using R, I m performing a backtest on a time series by using quantile regression (quantreg::rq) on a number of features. These features are then selected based on a condition such as p-values <= 5%....
0
votes
1
answer
128
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Merging on row index in R (by = 0 and by = "row.names" not working)
Tl;dr - I'm trying to use the merge.data.table() function with row indexes and the suggestions given in the R documentation are not working.
My data is roughly:
library(data.table)
library(quantreg)
...