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
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_1.7-0.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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