Quantile Regression Neural Network

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Documentation for package ‘qrnn’ version 2.1

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qrnn-package Quantile Regression Neural Network
adam Adaptive stochastic gradient descent optimization algorithm (Adam)
censored.mean A hybrid mean/median function for left censored variables
composite.stack Reformat data matrices for composite quantile regression
dquantile Interpolated quantile distribution with exponential tails and Nadaraya-Watson quantile distribution
dummy.code Convert a factor to a matrix of dummy codes
elu Transfer functions and their derivatives
elu.prime Transfer functions and their derivatives
gam.style Modified generalized additive model plots for interpreting QRNN models
hramp Huber norm and Huber approximations to the ramp and tilted absolute value functions
hramp.prime Huber norm and Huber approximations to the ramp and tilted absolute value functions
huber Huber norm and Huber approximations to the ramp and tilted absolute value functions
huber.prime Huber norm and Huber approximations to the ramp and tilted absolute value functions
linear Transfer functions and their derivatives
linear.prime Transfer functions and their derivatives
lrelu Transfer functions and their derivatives
lrelu.prime Transfer functions and their derivatives
mcqrnn Monotone composite quantile regression neural network (MCQRNN) for simultaneous estimation of multiple non-crossing quantiles
mcqrnn.fit Monotone composite quantile regression neural network (MCQRNN) for simultaneous estimation of multiple non-crossing quantiles
mcqrnn.predict Monotone composite quantile regression neural network (MCQRNN) for simultaneous estimation of multiple non-crossing quantiles
pquantile Interpolated quantile distribution with exponential tails and Nadaraya-Watson quantile distribution
pquantile.nw Interpolated quantile distribution with exponential tails and Nadaraya-Watson quantile distribution
qquantile Interpolated quantile distribution with exponential tails and Nadaraya-Watson quantile distribution
qquantile.nw Interpolated quantile distribution with exponential tails and Nadaraya-Watson quantile distribution
qrnn Quantile Regression Neural Network
qrnn.cost Smooth approximation to the tilted absolute value cost function
qrnn.fit Main function used to fit a QRNN model or ensemble of QRNN models
qrnn.initialize Initialize a QRNN weight vector
qrnn.predict Evaluate quantiles from trained QRNN model
qrnn.rbf Radial basis function kernel
qrnn2.fit Fit and make predictions from QRNN models with two hidden layers
qrnn2.predict Fit and make predictions from QRNN models with two hidden layers
relu Transfer functions and their derivatives
relu.prime Transfer functions and their derivatives
rquantile Interpolated quantile distribution with exponential tails and Nadaraya-Watson quantile distribution
rquantile.nw Interpolated quantile distribution with exponential tails and Nadaraya-Watson quantile distribution
sigmoid Transfer functions and their derivatives
sigmoid.prime Transfer functions and their derivatives
softmax Transfer functions and their derivatives
softplus Transfer functions and their derivatives
softplus.prime Transfer functions and their derivatives
tilted.abs Tilted absolute value function
tilted.approx Huber norm and Huber approximations to the ramp and tilted absolute value functions
tilted.approx.prime Huber norm and Huber approximations to the ramp and tilted absolute value functions
YVRprecip Daily precipitation data at Vancouver Int'l Airport (YVR)