Installation
About
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.
github.com/bssherwood/rqpen/blob/master/ignore/rqPenArticle.pdf |
Key Metrics
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Yesterday | 22 -35% |
Last 7 days | 147 -38% |
Last 30 days | 769 -11% |
Last 90 days | 2.403 -23% |
Last 365 days | 10.197 +6% |
Maintainer
Maintainer | Ben Sherwood |