QuantileGAMResult

Result container for a fitted QuantileGAM.

Usage

Source

QuantileGAMResult(
    quantiles,
    models,
    coefficients,
)

Bundles the per-quantile fitted GAM objects and coefficient vectors produced by QuantileGAM.fit(), keyed by the quantile level tau they estimate.

Attributes

quantiles: list[float]

Sorted quantile levels, each in (0, 1).

models: dict[float, GAM]

Dict mapping tau -> fitted GAM, one GAM per quantile level, each fit with the expectile/quantile loss family for that tau.

coefficients: dict[float, NDArray]

Dict mapping tau -> coefficient vector, the fitted basis coefficients for each quantile’s model.