loss_mqrlasso: Loss lasso M-quantile regression with fixed effects

In pqrfe: Penalized Quantile Regression with Fixed Effects

Loss lasso M-quantile regression with fixed effects

Description

This function returns the core of lasso M-quantile regression with fixed effects to be minimized

Usage

loss_mqrlasso(theta, x, y, z, tau, n, d, mm, c, lambda)

Arguments

theta	initial values
x	design matrix
y	vector output
z	incident matrix
tau	percentile
n	N sample size
d	columns of x
mm	n columns of z
c	tuning
lambda	constriction parameter

Value

eta Numeric, sum of lasso M-quantile regression with fixed effects

pqrfe documentation built on Dec. 1, 2022, 5:09 p.m.