mcqgam is a library for fitting a Monotone Composite Quantile Generalized Additive Model using B-splines and ADMM optimization.
The model estimates a conditional quantile function by minimizing the empirical Continuous Ranked Probability Score (CRPS), approximated via weighted Huber-smoothed pinball losses across quantile levels under the non-crossing constraint. Try it here:
Installation
pip install mcqgam
Key Features
- Optimized B-spline construction using De Boor's recursion.
- Built-in structural monotonicity via coefficient constraints.
- Parallelized ADMM solver with fixed-Hessian Newton updates and PAVA.
- Monotone Cubic Spline interpolation for off-grid quantile predictions.
1 maintainer
Metadata
1 maintainer
Release files for mcqgam 0.0.2
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | Provenance | Actions |
|---|---|---|---|---|
| mcqgam-0.0.2.tar.gz | 2.5 MB | Without provenance | Details for mcqgam-0.0.2.tar.gz |
Built distributions (wheels)
| File | Interpreter | ABI | Platform | Actions Reset |
|---|---|---|---|---|
| mcqgam-0.0.2-cp38-abi3-win_amd64.whl | CPython 3.8 | abi3 | Windows x86-64 | Details for mcqgam-0.0.2-cp38-abi3-win_amd64.whl |
| mcqgam-0.0.2-cp38-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl | CPython 3.8 | abi3 | Linux glibc 2.17+ x86-64 | Details for mcqgam-0.0.2-cp38-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl |
| mcqgam-0.0.2-cp38-abi3-macosx_11_0_arm64.whl | CPython 3.8 | abi3 | macOS 11.0+ ARM64 | Details for mcqgam-0.0.2-cp38-abi3-macosx_11_0_arm64.whl |
Total release size: 4.9 MB
Release files / mcqgam-0.0.2.tar.gz
| Download URL | mcqgam-0.0.2.tar.gz |
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| Size | 2.5 MB |
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maturin/1.14.1
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Release files / mcqgam-0.0.2-cp38-abi3-win_amd64.whl
| Download URL | mcqgam-0.0.2-cp38-abi3-win_amd64.whl |
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| Size | 778.9 kB |
| Tags | CPython 3.8 Windows x86-64 abi3 |
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Release files / mcqgam-0.0.2-cp38-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
| Download URL | mcqgam-0.0.2-cp38-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl |
|---|---|
| Size | 1.1 MB |
| Tags | CPython 3.8 Linux glibc 2.17+ x86-64 abi3 |
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maturin/1.14.1
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Release files / mcqgam-0.0.2-cp38-abi3-macosx_11_0_arm64.whl
| Download URL | mcqgam-0.0.2-cp38-abi3-macosx_11_0_arm64.whl |
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| Size | 563.4 kB |
| Tags | CPython 3.8 abi3 macOS 11.0+ ARM64 |
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maturin/1.14.1
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