BsplineQuantReg - 'Constrained Quantile Regression with B-Splines'
Quantile regression with B-splines under shape
constraints. The initial version with cubic splines is now
augmented with splines of degree 1 to 4. Constraints for
degrees 3 (monotone) and 4 (monotone and convex) use the
Karlin-Studden SOCP characterization for the sign of the
polynomial, while other constraints applied at the knots are
added as linear problems. The method for cubic splines is
described in 'Abbes (2025)' <doi:10.5281/zenodo.17427913>.
Other formulations are simple consequences of the other given
references. All B-spline and polynomial functions have been
rewritten for consistency. This package provides an original
B-spline library for conversion between PP-form and B-spline
representation, evaluation, differentiation, callable and
non-callable objects, print human readable pp forms, view
basis, all based on "De Boor\'s" theory. It also extends to
multiple knots to catch up singularities. This feature is
robust in the package including for constrained regression.
This R implementation is intended for demonstration and
prototyping. An equivalent Python package is available at
<https://pypi.org/project/BsplineQuantRegpy/>.