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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.

Versions across snapshots

VersionRepositoryFileSize
1.7-2 rolling linux/jammy R-4.5 quantregGrowth_1.7-2.tar.gz 389.3 KiB
1.7-2 rolling linux/noble R-4.5 quantregGrowth_1.7-2.tar.gz 389.2 KiB
1.7-2 rolling source/ R- quantregGrowth_1.7-2.tar.gz 175.5 KiB
1.7-2 latest linux/jammy R-4.5 quantregGrowth_1.7-2.tar.gz 389.3 KiB
1.7-2 latest linux/noble R-4.5 quantregGrowth_1.7-2.tar.gz 389.2 KiB
1.7-2 latest source/ R- quantregGrowth_1.7-2.tar.gz 175.5 KiB
1.7-2 2026-04-26 source/ R- quantregGrowth_1.7-2.tar.gz 175.5 KiB
1.7-2 2026-04-23 source/ R- quantregGrowth_1.7-2.tar.gz 175.5 KiB
1.7-2 2026-04-09 windows/windows R-4.5 quantregGrowth_1.7-2.zip 392.6 KiB
1.7-1 2025-04-20 source/ R- quantregGrowth_1.7-1.tar.gz 174.3 KiB

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