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mfasiolo / qgam

Additive quantile regression R package
http://mfasiolo.github.io/qgam/
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Add REML and ML version of qgam and mqgam #8

Closed mfasiolo closed 8 years ago

mfasiolo commented 8 years ago

Given that the calibration is slow, someone might want to use REML and ML which are faster.

mfasiolo commented 8 years ago

Not doable, because lambda is a function of lsigma, so we need to determine lsigma by calibration, before determining lambda.