qreg_gam.add_quantiles: Add new qunatile regression models and predictions to...

In jbrowell/ProbCast: Flexible Probabilistic Forecasting

Add new qunatile regression models and predictions to qreg_gam model.

Description

This function adds new conditional quantile models and associated predictions to an exisiting qreg_gam object. This is a much faster approach to add new quantiles than re-estimating the main GAM using qreg_gam(). This function is also called within qreg_gam().

Usage

qreg_gam.add_quantiles(object, data, quantiles)

Arguments

object	An qreg_gam object.
data	The data used to fit object
quantiles	The new quantiles to be added to object. Models for quantiles already in object will not be re-estimated and a warning will be thrown.

Details

Adds new qunatile models to qreg_gam object.

Value

An updated qreg_gam.

Author(s)

Jethro Browell, [e-mail]

jbrowell/ProbCast documentation built on July 20, 2024, 1:53 p.m.