SPQR: An R Package for Semi-Parametric Density and Quantile Regression. (arXiv:2210.14482v1 [stat.ME])

We develop an R package SPQR that implements the semi-parametric quantile
regression (SPQR) method in Xu and Reich (2021). The method begins by fitting a
flexible density regression model using monotonic splines whose weights are
modeled as data-dependent functions using artificial neural networks.
Subsequently, estimates of conditional density and quantile process can all be
obtained. Unlike many approaches to quantile regression that assume a linear
model, SPQR allows for virtually any relationship between the covariates and
the response distribution including …

arxiv package parametric quantile regression