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, including varying coefficients, via B-splines with L1-norm difference 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> for some code examples.

Version: 1.4-0
Depends: R (≥ 3.5.0), quantreg, splines
Suggests: knitr, rmarkdown, mgcv
Published: 2021-11-10
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: An introduction to quantregGrowth


Package source: quantregGrowth_1.4-0.tar.gz
Windows binaries: r-devel: quantregGrowth_1.4-0.zip, r-release: quantregGrowth_1.4-0.zip, r-oldrel: quantregGrowth_1.4-0.zip
macOS binaries: r-release (arm64): quantregGrowth_1.4-0.tgz, r-release (x86_64): quantregGrowth_1.4-0.tgz, r-oldrel: quantregGrowth_1.4-0.tgz
Old sources: quantregGrowth archive

Reverse dependencies:

Reverse imports: wordbankr


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