[R] Quantile GAM?

Gavin Simpson gavin.simpson at ucl.ac.uk
Sat May 30 11:16:10 CEST 2009

On Fri, 2009-05-29 at 16:51 -0700, Jonathan Greenberg wrote:
> R-ers:
>     I was wondering if anyone had suggestions on how to implement a GAM 
> in a quantile fashion?  I'm trying to derive a model of a "hull" of 
> points which are likely to require higher-order polynomial fitting (e.g. 
> splines)-- would quantreg be sufficient, if the response and predictors 
> are all continuous?  Thanks!

If you're just after the AM bit of GAM, then yes, I think quantreg
contains functions to do as you wish. See ?rqss and ?qss for models that
allow smoothing splines in quantile regression.

Alternatively, I think package VGAM may also contain something of use.



> --j
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