opardo/GPDPQuantReg: Bayesian and Nonparametric Quantile Regression Modelling

Bayesian and nonparametric quantile regression, using Gaussian Processes to model the base function and Dirichlet Processes for the error. MCMC algorithm is included.

Getting started

Package details

AuthorOmar Pardo
MaintainerOmar Pardo <omarpardog@gmail.com>
LicenseGPL-3
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("opardo/GPDPQuantReg")
opardo/GPDPQuantReg documentation built on Nov. 24, 2019, 3:28 a.m.