A Fast and Efficient Implementation of Qualitatively Constrained Quantile Smoothing Splines
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Authors | Pin T Ng, Martin Maechler Business, W.A. Franke College of, |
Journal/Conference Name | STATISTICAL MODELLING |
Paper Category | Other |
Paper Abstract | We implement a fast and efficient algorithm to compute qualitatively constrained smoothing and regression splines for quantile regression, exploiting the sparse structure of the design matrices inv... |
Date of publication | 2007 |
Code Programming Language | R |
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