rqPen: Penalized Quantile Regression
Version 2.0

Performs penalized quantile regression for LASSO, SCAD and MCP functions including group penalties. Provides a function that automatically generates lambdas and evaluates different models with cross validation or BIC, including a large p version of BIC.

Browse man pages Browse package API and functions Browse package files

AuthorBen Sherwood [aut, cre], Adam Maidman [ctb]
Date of publication2017-05-16 21:51:41 UTC
MaintainerBen Sherwood <ben.sherwood@ku.edu>
LicenseMIT + file LICENSE
Version2.0
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("rqPen")

Man pages

beta_plots: Plots of Betas
check: Quantile check function
coef.cv.rq.group.pen: Group Penalized Quantile Regression Coefficients
coef.cv.rq.pen: Penalized Quantile Regression Coefficients
cv_plots: Plots of Cross-validation results
cv.rq.group.pen: Cross Validated quantile regression with group penalty
cv.rq.pen: Cross Validated quantile regression
getRho: Objective Function Value
group_derivs: Derivative of a group penalty
groupMultLambda: Quantile Regression with Group Penalty for multiple lambdas
kernel_estimates: Kernel based estimates of Y|X
kernel_weights: Nonparametric estimate of IPW weights
lasso: Lasso
LASSO.fit: LASSO Penalized Quantile Regression
LASSO.fit.nonpen: LASSO Penalized Quantile Regression with some nonpenalized...
mcp: MCP
mcp_deriv: MCP Derivative
model_eval: Model Evaluation
nonzero: Nonzero
nonzero.cv.rq.group.pen: Nonzero
plot.cv.rq.group.pen: Plot cv.rq.group.pen
pos_part: Positive part
predict.cv.rq.pen: Prediction from a cv quantile regression penalized model
predict.rq.pen: Prediction from a quantile regression penalized model
print.cv.rq.pen: Print cv.rq.pen object
print.rq.pen: Print rq.pen object
qaSIS: Quantile Adaptive Sure Independence Screening
qbic: Quantile Regresion BIC
QICD: Penalized Quantile Regression with QICD Algorithm
QICD.group: Group Penalized Quantile Regression with QICD Algorithm
QICD.master: Master QICD Function for Regular QICD, group QICD, and...
QICD.nonpen: Penalized Quantile Regression with some nonpenalized...
randomly_assign: Randomly Assign
rq.group.fit: Quantile Regresion with Group Penalty
rq.group.lin.prog: Quantile Regresion with Group Penalty using linear...
rq.lasso.fit: Quantile Regression with LASSO penalty
rq.lasso.fit.mult: Fit Quantile Regression model for varying quantiles with...
rq.nc.fit: Non-convex penalized quantile regression
rqPen-package: Penalized quantile regression for LASSO, SCAD, and MCP...
scad: scad
scad_deriv: SCAD Derivative
square: Square function

Functions

LASSO.fit Man page Source code
LASSO.fit.nonpen Man page Source code
QICD Man page Source code
QICD.group Man page Source code
QICD.master Man page Source code
QICD.nonpen Man page Source code
beta_plots Man page Source code
check Man page Source code
cleanInputs Source code
coef.cv.rq.group.pen Man page Source code
coef.cv.rq.pen Man page Source code
cv.rq.group.pen Man page Source code
cv.rq.pen Man page Source code
cv_plots Man page Source code
getRho Man page Source code Source code
groupMultLambda Man page Source code
group_derivs Man page Source code
kernel_estimates Man page Source code
kernel_weights Man page Source code
lasso Man page Source code
mcp Man page Source code
mcp_deriv Man page Source code
model_eval Man page Source code
nonzero Man page Source code
nonzero.cv.rq.group.pen Man page Source code
plot.cv.rq.group.pen Man page Source code
pos_part Man page Source code
predict.cv.rq.pen Man page Source code
predict.rq.pen Man page Source code
print.cv.rq.pen Man page Source code
print.rq.pen Man page Source code
qaSIS Man page Source code
qbic Man page Source code
randomly_assign Man page Source code
re_order_nonpen_coefs Source code
rq.group.fit Man page Source code
rq.group.lin.prog Man page Source code
rq.lasso.fit Man page Source code
rq.lasso.fit.mult Man page Source code
rq.nc.fit Man page Source code
rqPen-package Man page
scad Man page Source code
scad_deriv Man page Source code
shortrq.fit.br Source code
shortrq.fit.fnb Source code
square Man page Source code

Files

src
src/Makevars
src/rqbr.f
src/xssort.f
src/rqPen_init.c
src/rqfnb.f
src/QCD.cpp
NAMESPACE
NEWS
R
R/QICD_functions.R
R/mainFunctions.R
R/workHorse.R
MD5
DESCRIPTION
man
man/QICD.nonpen.Rd
man/rq.nc.fit.Rd
man/rq.lasso.fit.Rd
man/cv.rq.group.pen.Rd
man/LASSO.fit.nonpen.Rd
man/kernel_estimates.Rd
man/rqPen-package.Rd
man/kernel_weights.Rd
man/getRho.Rd
man/mcp_deriv.Rd
man/beta_plots.Rd
man/lasso.Rd
man/pos_part.Rd
man/qaSIS.Rd
man/QICD.master.Rd
man/rq.group.fit.Rd
man/square.Rd
man/randomly_assign.Rd
man/print.rq.pen.Rd
man/nonzero.cv.rq.group.pen.Rd
man/mcp.Rd
man/group_derivs.Rd
man/check.Rd
man/model_eval.Rd
man/scad.Rd
man/nonzero.Rd
man/coef.cv.rq.pen.Rd
man/rq.lasso.fit.mult.Rd
man/coef.cv.rq.group.pen.Rd
man/QICD.Rd
man/cv_plots.Rd
man/predict.cv.rq.pen.Rd
man/print.cv.rq.pen.Rd
man/QICD.group.Rd
man/LASSO.fit.Rd
man/predict.rq.pen.Rd
man/plot.cv.rq.group.pen.Rd
man/scad_deriv.Rd
man/rq.group.lin.prog.Rd
man/cv.rq.pen.Rd
man/qbic.Rd
man/groupMultLambda.Rd
LICENSE
rqPen documentation built on May 20, 2017, 12:01 a.m.