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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.
Getting started
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Package details |
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| Author | Vito M. R. Muggeo [aut, cre] (<https://orcid.org/0000-0002-3386-4054>) |
| Maintainer | Vito M. R. Muggeo <vito.muggeo@unipa.it> |
| License | GPL |
| Version | 1.7-0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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