rqPen: Penalized Quantile Regression
Performs penalized quantile regression with LASSO, elastic net, SCAD and MCP penalty functions including group penalties. In addition, offers a group penalty that provides consistent variable selection across quantiles. Provides a function that automatically generates lambdas and evaluates different models with cross validation or BIC, including a large p version of BIC. Below URL provides a link to a work in progress vignette.
| Version: | 4.1.3 |
| Depends: | R (≥ 3.0.0) |
| Imports: | methods,quantreg,hqreg,hrqglas,data.table,Rdpack,lifecycle,plyr,Matrix,Rcpp |
| LinkingTo: | Rcpp,RcppArmadillo |
| Suggests: | splines,knitr |
| Published: | 2025-02-13 |
| DOI: | 10.32614/CRAN.package.rqPen |
| Author: | Ben Sherwood [aut, cre], Shaobo Li [aut], Adam Maidman [aut] |
| Maintainer: | Ben Sherwood <ben.sherwood at ku.edu> |
| License: | MIT + fileLICENSE |
| URL: | https://github.com/bssherwood/rqpen/blob/master/ignore/rqPenArticle.pdf |
| NeedsCompilation: | yes |
| Materials: | README,NEWS |
| CRAN checks: | rqPen results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=rqPento link to this page.