quantregGrowth (Q44326): Difference between revisions

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Property / Software Heritage ID: swh:1:snp:6fc446ec8c00dcf314af6d1850192fad6b38ddd7 / rank
 
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Property / Software Heritage ID: swh:1:snp:6fc446ec8c00dcf314af6d1850192fad6b38ddd7 / qualifier
 
Property / Software Heritage ID: swh:1:snp:6fc446ec8c00dcf314af6d1850192fad6b38ddd7 / qualifier
 
point in time: 21 July 2023
Timestamp+2023-07-21T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0

Latest revision as of 23:54, 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

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    1.5-0
    25 March 2023
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    1.6-0
    4 April 2023
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    1.6-1
    14 April 2023
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    1.6-2
    25 May 2023
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    0.1-1
    10 January 2013
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    0.1-2
    29 October 2013
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    0.1-3
    2 July 2014
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    0.3-0
    25 July 2014
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    23 June 2015
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    20 September 2016
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    6 March 2018
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    21 May 2018
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    20 September 2018
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    1.0-0
    26 February 2021
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    1.1-0
    27 March 2021
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    1.2-0
    5 May 2021
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    1.2-1
    12 May 2021
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    1.3-0
    11 June 2021
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    1.3-1
    22 October 2021
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    1.7-0
    6 July 2023
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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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