RektPunk / mcqrnn

Monotone composite quantile regression neural network (MCQRNN) with tensorflow 2.x.

mcqrnn-tf2

Monotone composite quantile regression neural network (MCQRNN) with tensorflow 2.x.

Getting Started

1. Clone the repo

git clone https://github.com/RektPunk/mcqrnn-tf2.git

2. Install requirements

pip install -r requirements.txt

Reference

Cannon, Alex J. "Non-crossing nonlinear regression quantiles by monotone composite quantile regression neural network, with application to rainfall extremes." Stochastic environmental research and risk assessment 32.11 (2018): 3207-3225. Link