bonstats / gcreg

General Constraint Regression Models

gcreg: General Constraint Regression models in R

This package is currently being developed. It's aim is to provide methods for fitting regression models with:

• Functional and shape constraints, e.g. monotonicity
• Parameter inequality constraints
• Joint constraints, e.g. combinations of the above
• Other constraints that create closed and convex parameter spaces

The paper accompanying this package is available here.

The current focus of development is on monotonicity in polynomial fixed and mixed effects models but will be extended over time to more general models and constraints.

To get started, install this package from GitHub using the devtools package:

devtools::install_github("bonStats/gcreg")
library(gcreg)

To install with vignettes you will need to install some required packages and set build_vignettes = T:

install.packages(c("rmarkdown","ggplot2","fda"))
devtools::install_github("bonStats/gcreg", build_vignettes = T)
library(gcreg)

You can start fitting constrained polynomial models with the gcreg::cpm() function. For example

library(fda)
data(onechild)
cpm(height~day, data = onechild, degree = 5, constraint = "monotone", c_region = c(1,312))

See the package vignettes for more examples:

• Fixed effects constrained polynomial models (Updated: 2017-12-01)
• Mixed effects monotone-constrained polynomial models (Updated: 2017-12-01)

gcreg's Issues

Easily obtain information criteria

Be able to easily obtain information criteria/measures of model fit from the fitted model and through similar processes (fitted_model$aic) as in other R packages

Individual confidence bands

Would like to be able to estimate the confidence bands of individual predictions.

Check all package imports and namespace conventions are correct

For example, polynom package used for * and + with polynom:::Ops.polynomial.

Change is_monotone to just check monotonicity

Make new function to check if monotone increasing or decreasing...

Check logic of cpm() when user supplies own oracle function

Oracle function needs to be scaled, user needs to supply boundary if applicable.

Vignettes not available as pdf

Need pdfs for package to be available without installation. Better instructions needed to install vignettes on local machine.

install.packages(c("rmarkdown","ggplot2","fda"))
devtools::install_github("bonStats/gcreg", build_vignettes = T)