Monotone Composite Quantile Regression Neural Network (MCQRNN) implemented in both TensorFlow and PyTorch.

Getting Started

1. Clone the repository

git clone https://github.com/RektPunk/mcqrnn.git
cd mcqrnn

2. Install dependencies

uv sync

3. Run the examples

uv run run_tensorflow.py
uv run run_torch.py

Acknowledgments

This is an unofficial implementation based on:

@article{cannon2018non,
  title={Non-crossing nonlinear regression quantiles by monotone composite quantile regression neural network, with application to rainfall extremes},
  author={Cannon, Alex J},
  journal={Stochastic environmental research and risk assessment},
  volume={32},
  number={11},
  pages={3207--3225},
  year={2018},
  publisher={Springer}
}