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.
|Author||Ben Sherwood [aut, cre], Adam Maidman [ctb]|
|Date of publication||2017-05-16 21:51:41 UTC|
|Maintainer||Ben Sherwood <firstname.lastname@example.org>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
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