quantregGrowth (Q44326): Difference between revisions

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+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.
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+Estimating growth charts via nonparametric quantile regression: a practical framework with application in ecology
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Latest revision as of 22:54, 21 March 2024

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

Language	Label	Description	Also known as
English	quantregGrowth	Non-Crossing Additive Regression Quantiles and Non-Parametric Growth Charts

Statements

instance of

R package

0 references

software version identifier

1.5-0

publication date

25 March 2023

0 references

1.6-0

publication date

4 April 2023

0 references

1.6-1

publication date

14 April 2023

0 references

1.6-2

publication date

25 May 2023

0 references

0.1-1

publication date

10 January 2013

0 references

0.1-2

publication date

29 October 2013

0 references

0.1-3

publication date

2 July 2014

0 references

0.3-0

publication date

25 July 2014

0 references

0.3-1

publication date

23 June 2015

0 references

0.3-2

publication date

20 September 2016

0 references

0.4-0

publication date

6 March 2018

0 references

0.4-1

publication date

16 May 2018

0 references

0.4-2

publication date

21 May 2018

0 references

0.4-3

publication date

20 September 2018

0 references

1.0-0

publication date

26 February 2021

0 references

1.1-0

publication date

27 March 2021

0 references

1.2-0

publication date

5 May 2021

0 references

1.2-1

publication date

12 May 2021

0 references

1.3-0

publication date

11 June 2021

0 references

1.3-1

publication date

22 October 2021

0 references

1.4-0

publication date

10 November 2021

0 references

1.7-0

publication date

6 July 2023

0 references

programmed in

R

0 references

MaRDI profile type

MaRDI software profile

0 references

last update

6 July 2023

0 references

maintained by

Vito M. R. Muggeo

0 references

description

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.

0 references

author

Vito M. R. Muggeo

0 references

copyright license

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0

edition/version

expanded from: GPL (English)

0 references

depends on software