Machine Learning, Predictive Analytics, Deep Learning, Regression, TensorFlow.
errors and the inverse normal CDF: def ols_quantile(m, X, q): # m: OLS statsmodels model. # X: X matrix. # q: Quantile. mean_pred = m.predict(X) se = np.sqrt(m.scale) return mean_pred + norm.ppf(q) * se This baseline approach produces linear and parallel quantiles centered around the mean (which is