The crs Package: Nonparametric Regression Splines for Continuous and Categorical Predictors

A new package crs is introduced for computing nonparametric regression (and quantile) splines in the presence of both continuous and categorical predictors.B-splines are employed in the regression model for the continuous predictors and kernel weighting is employed for the categorical predictors.We also develop a simple R interface to NOMAD, which is a mixed integer optimization solver used to compute optimal regression spline solutions.