quantile.gam: Conditional quantiles a GAM object
In dill/gamUtils: Some extra utilities for generalized additive modelling

Description Usage Arguments Value Examples

View source: R/quantile_gam.R

This method can be used to get the estimated conditional quantiles of the response variable.

1 2	## S3 method for class 'gam' quantile(x, probs, newdata, w = NULL, offset = NULL, ...)

`x`	the output of a `gam()` or `bam()` call.
`probs`	numeric vector of probabilities with values in (0,1).
`newdata`	Optional new data frame or list to be passed to predict.gam.
`...`	funther arguments to be passed to `predict`.

A matrix where each column is a vector of estimated quantiles responses. The number of rows is equal to the number of responses in the fitted object or in newdata.

library(mgcvUtils); library(MASS)
b <- gam(list(accel~s(times,k=20,bs="ad"),~s(times)),
         data=mcycle,family=gaulss())

qfit <- quantile(b, c(0.05, 0.25, 0.5, 0.75, 0.95))

plot(mcycle, ylim = c(-160, 100))
for(ii in 1:ncol(qfit)){
  lines(mcycle$times, qfit[ , ii], col = 2)
}