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

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) <doi:10.1177/1471082X20929802>. Monotonicity and concavity constraints on the fitted curves are allowed, see Muggeo and others (2013) <doi:10.1007/s10651-012-0232-1>, and also <doi:10.13140/RG.2.2.12924.85122> or <doi:10.13140/RG.2.2.29306.21445> some code examples.

Version:	1.7-0
Depends:	R (≥ 3.5.0), quantreg, splines, SparseM, methods
Suggests:	knitr, rmarkdown, mgcv, markdown
Published:	2023-07-06
Author:	Vito M. R. Muggeo [aut, cre]
Maintainer:	Vito M. R. Muggeo <vito.muggeo at unipa.it>
License:	GPL-2 | GPL-3 [expanded from: GPL]
NeedsCompilation:	no
Citation:	quantregGrowth citation info
Materials:	NEWS
In views:	Environmetrics
CRAN checks:	quantregGrowth results

Documentation:

Reference manual:	quantregGrowth.pdf
Vignettes:	quantregGrowth: Non-crossing additive quantile regression for smooth and semiparametric models with focus on growth charts

Downloads:

Package source:	quantregGrowth_1.7-0.tar.gz
Windows binaries:	r-devel: quantregGrowth_1.7-0.zip, r-release: quantregGrowth_1.7-0.zip, r-oldrel: quantregGrowth_1.7-0.zip
macOS binaries:	r-release (arm64): quantregGrowth_1.7-0.tgz, r-oldrel (arm64): quantregGrowth_1.7-0.tgz, r-release (x86_64): quantregGrowth_1.7-0.tgz, r-oldrel (x86_64): quantregGrowth_1.7-0.tgz
Old sources:	quantregGrowth archive

Reverse dependencies:

Reverse imports:

quantCurves

Linking:

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