ryantibs / quantgen

Tools for generalized quantile modeling

https://ryantibs.github.io/quantgen

ryantibs/quantgen Issues

Note gurobi default conditional multithreading, related compatibility and performance surprises
Updated a year ago
LP within `get_lambda_max` (silently) fails converge to a solution
Updated 2 years ago2
Consider providing `quantreg` backend
Updated 2 years ago
Singularity issue in get_lambda_max()
Updated 2 years ago
Update custom snapshot tests to allow any relation, have git-helping nonces
Updated 2 years ago
Correct incorrect ensemble "output" test description
Updated 2 years ago
Incorrect logic when `noncross=TRUE, x0=NULL`.
Closed 2 years ago
Fix `quantile_genlasso_lp` with `noncross`, Rglpk
Updated 2 years ago
`standardize` creates implicit intercept even if `intercept=FALSE`
Closed 2 years ago
Investigate significant deviations in gurobi results given same data
Updated 3 years ago
Investigate intermittent hanging of `quantile_lasso` on certain systems for both gurobi and glpk
Closed 3 years ago2
Investigate fit quality (and speed) vs. quantreg on particular data set
Updated 3 years ago
quantile_lasso or gurobi seems sensitive to floating number precision
Updated 3 years ago
Benchmark and maybe speed up quantile regression LP matrix formation
Updated 3 years ago
Eliminate duplication between `quantile_ensemble_stand` and `quantile_ensemble_flex`
Updated 3 years ago
Make intercept=TRUE and noncross=TRUE compatible for multiple tau groups, or note incompatibility
Updated 3 years ago
Default to open-source optimiser
Closed 4 years ago2