MICsplines-package: The Computing of Monotonic Spline Bases and Constrained...

Description References


The package provides C implementation for the computing of monotonic spline bases, including M-splines, I-splines, and C-splines, denoted by MIC splines. The definitions of the spline bases are described in Meyer (2008). The package also provides the computing of constrained least-squares estimates when a subset of or all of the regression coefficients are constrained to be non-negative, as described in Fraser and Massam (1989).


Fraser, D. A. S. and H. Massam (1989). A mixed primal-dual bases algorithm for regression under inequality constraints. Application to concave regression. Scandinavian Journal of Statistics 16, 65-74.

Meyer, M. C. (2008). Inference using shape-restricted regression splines. The Annals of Applied Statistics 2, 1013-1033.

MICsplines documentation built on Sept. 7, 2021, 5:09 p.m.