cobs
R package cobs: Constrained B-Splines (Sparse Matrix Based). Qualitatively Constrained (Regression) Smoothing Splines via Linear Programming and Sparse Matrices.
Keywords for this software
References in zbMATH (referenced in 10 articles )
Showing results 1 to 10 of 10.
Sorted by year (- Muggeo, Vito M. R.; Torretta, Federico; Eilers, Paul H. C.; Sciandra, Mariangela; Attanasio, Massimo: Multiple smoothing parameters selection in additive regression quantiles (2021)
- Rodrigues, T.; Dortet-Bernadet, J.-L.; Fan, Y.: Simultaneous Fitting of Bayesian penalised quantile splines (2019)
- Stasinopoulos, Mikis D.; Rigby, Robert A.; De Bastiani, Fernanda: GAMLSS: a distributional regression approach (2018)
- Mhalla, Linda; Chavez-Demoulin, Valérie; Naveau, Philippe: Non-linear models for extremal dependence (2017)
- Azadbakhsh, Mahdis; Jankowski, Hanna; Gao, Xin: Computing confidence intervals for log-concave densities (2014)
- Xiyue Liao; Mary Meyer: coneproj: An R Package for the Primal or Dual Cone Projections with Routines for Constrained Regression (2014) not zbMATH
- Rigby, Ra; Stasinopoulos, Dm; Voudouris, V.: Discussion: a comparison of GAMLSS with quantile regression (2013)
- Schnabel, Sabine K.; Eilers, Paul H. C.: Simultaneous estimation of quantile curves using quantile sheets (2013)
- Hyndman, Rob J.; Shang, Han Lin: Forecasting functional time series (2009)
- Ng, Pin; Maechler, Martin: A fast and efficient implementation of qualitatively constrained quantile smoothing splines (2007)