quantregGrowth (version 1.7-0)

Non-Crossing Additive Regression Quantiles and Non-Parametric Growth Charts

Description

Fits non-crossing regression quantiles as a function of linear covariates and multiple smooth terms, including varying coefficients, via B-splines with L1-norm difference penalties. Random intercepts and variable selection are allowed via the lasso penalties. The smoothing parameters are estimated as part of the model fitting, see Muggeo and others (2021) . Monotonicity and concavity constraints on the fitted curves are allowed, see Muggeo and others (2013) , and also or some code examples.

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Install

install.packages('quantregGrowth')

Monthly Downloads

701

Version

1.7-0

License

GPL

Maintainer

Last Published

July 6th, 2023

Functions in quantregGrowth (1.7-0)