CRAN/E | quantregGrowth

quantregGrowth

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

Installation

About

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.

Citation quantregGrowth citation info

Key Metrics

Version 1.7-0
R ≥ 3.5.0
Published 2023-07-06 266 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks quantregGrowth results

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Maintainer

Maintainer

Vito M. R. Muggeo

vito.muggeo@unipa.it

Authors

Vito M. R. Muggeo

aut / cre

Material

NEWS
Reference manual
Package source

In Views

Environmetrics

Vignettes

quantregGrowth: Non-crossing additive quantile regression for smooth and semiparametric models with focus on growth charts

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

quantregGrowth archive

Depends

R ≥ 3.5.0
quantreg
splines
SparseM
methods

Suggests

knitr
rmarkdown
mgcv
markdown

Reverse Imports

quantCurves