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.

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