quantregGrowth

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.

Last 30 days

This package has been downloaded 532 times in the last 30 days. More downloads than an obscure whitepaper, but not enough to bring down any servers. A solid effort! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 11 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 7,670 times in the last 365 days. Impressive! The kind of number that makes colleagues ask, 'How did you do it?' The day with the most downloads was May 22, 2024 with 111 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.