BsplineQuantReg - 'Constrained Quantile Regression with B-Splines'
Quantile regression with B-splines under shape
constraints. The initial version with cubic splines, augmented
with splines of degree 1 to 4, is now able to handle all
degrees (degree >= 6 without any constraint). Constraints for
degrees 3 (monotone), 4 (monotone and convex) and 5 (convex)
use the Karlin-Studden SOCP characterization for the sign of
the polynomial (Karlin and Studden, 1966; Papp and Alizadeh,
2014), while other constraints are added as linear problems.
The method for monotone constraints of cubic splines is
described in Abbes (2025) <doi:10.5281/zenodo.17427913>. For
quartic splines, see other references. All B-spline and
polynomial functions have been rewritten for consistency. This
package provides a fully independent original B-spline library
for conversion between PP-form and B-spline representation,
evaluation, differentiation, callable and non-callable objects,
human-readable PP forms, and basis visualization, all based on
De Boor's theory. It also extends to multiple knots to capture
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/>.