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. Work in progress vignette
- Version4.1.2
- R versionunknown
- LicenseMIT
- LicenseLICENSE
- Needs compilation?Yes
- Last release10/29/2024
Documentation
Team
Ben Sherwood
Shaobo Li
Show author detailsRolesAuthorAdam Maidman
Show author detailsRolesAuthor
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- Imports9 packages
- Suggests1 package
- Linking To2 packages
- Reverse Imports2 packages