quantregGrowth: Growth Charts via Smooth Regression Quantiles with Automatic Smoothness Estimation and Additive Terms

Fits non-crossing regression quantiles as a function of linear covariates and multiple smooth terms via B-splines with L1-norm difference penalties. The smoothing parameters are estimated as part of the model fitting. Monotonicity and concavity constraints on the fitted curves are allowed. See Muggeo, Sciandra, Tomasello and Calvo (2013) <doi:10.1007/s10651-012-0232-1> and <doi:10.13140/RG.2.2.12924.85122> for some code examples. Smoothing parameter selection with additive terms is discussed in Muggeo and others (2020) <doi:10.1177/1471082X20929802>.

Version: 1.3-0
Depends: R (≥ 3.5.0), quantreg, splines
Suggests: knitr, rmarkdown, mgcv
Published: 2021-06-11
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


Reference manual: quantregGrowth.pdf
Vignettes: quantregGrowth
Package source: quantregGrowth_1.3-0.tar.gz
Windows binaries: r-devel: quantregGrowth_1.3-0.zip, r-release: quantregGrowth_1.3-0.zip, r-oldrel: quantregGrowth_1.3-0.zip
macOS binaries: r-release (arm64): quantregGrowth_1.3-0.tgz, r-release (x86_64): quantregGrowth_1.3-0.tgz, r-oldrel: quantregGrowth_1.3-0.tgz
Old sources: quantregGrowth archive

Reverse dependencies:

Reverse imports: wordbankr


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