search

mfasiolo / qgam

Additive quantile regression R package
http://mfasiolo.github.io/qgam/
30 stars 7 forks source link

Wrong when bootstrapping lambda in Gamlss #13

Closed mfasiolo closed 8 years ago

mfasiolo commented 8 years ago

TuneLearn and TuneLearnFast ended up using the lambda (which is a vector) used by the main fit, without taking into account that they are using different data when bootstrapping! This results in a total mess when the heteroscedasticity is strong.

mfasiolo commented 8 years ago

Hopefully solved here:

https://github.com/mfasiolo/qgam/commit/50a0cabc6c087bc64d9600e82bdbbeb3a5e17845