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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: 1.7-1
Depends: R (≥ 3.5.0), quantreg, splines, SparseM, methods
Suggests: knitr, rmarkdown, mgcv, markdown
Published: 2024-05-20
DOI: 10.32614/CRAN.package.quantregGrowth
Author: Vito M. R. Muggeo ORCID iD [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_1.7-1.tar.gz
Windows binaries: r-devel: quantregGrowth_1.7-1.zip, r-release: quantregGrowth_1.7-1.zip, r-oldrel: quantregGrowth_1.7-1.zip
macOS binaries: r-release (arm64): quantregGrowth_1.7-1.tgz, r-oldrel (arm64): quantregGrowth_1.7-1.tgz, r-release (x86_64): quantregGrowth_1.7-1.tgz, r-oldrel (x86_64): quantregGrowth_1.7-1.tgz
Old sources: quantregGrowth archive

Reverse dependencies:

Reverse imports: quantCurves

Linking:

Please use the canonical form https://CRAN.R-project.org/package=quantregGrowth to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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