https://github.com/epiforecasts/quantmod
Tools for quantile modeling
https://github.com/epiforecasts/quantmod
Last synced: 4 months ago
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Tools for quantile modeling
- Host: GitHub
- URL: https://github.com/epiforecasts/quantmod
- Owner: epiforecasts
- Created: 2020-07-02T16:35:15.000Z (almost 6 years ago)
- Default Branch: main
- Last Pushed: 2020-07-02T16:36:12.000Z (almost 6 years ago)
- Last Synced: 2025-06-14T13:05:58.225Z (12 months ago)
- Language: HTML
- Size: 6.69 MB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# quantmod
Tools for quantile modeling: penalized quantile regression, time series,
cross-validation, and ensembles.
### Install the R package
To install the quantmod R package directly from github, run the following in R:
```{r}
library(devtools)
install_github(repo="cmu-delphi/quantmod", subdir="R-package/quantmod", ref="main")
```
### Install Gurobi for R
- First install the latest version of Gurobi optimizer
[here](https://www.gurobi.com/products/gurobi-optimizer/); for academics, you
can obtain a free license
[here](https://www.gurobi.com/academia/academic-program-and-licenses/).
- For R <= 3.6.1, you can then follow
[these instructions](https://www.gurobi.com/documentation/9.0/refman/ins_the_r_package.html)
to install the Gurobi R package.
- For R > 3.6.1, you will have to download the Gurobi R package directly from
[this link](https://upload.gurobi.com/gurobiR/gurobi9.0.2_R.tar.gz), and build
it yourself. (It is apparently not yet fully released/supported by Gurobi.)