rqPen: Penalized Quantile Regression

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.

Package details

AuthorBen Sherwood [aut, cre], Adam Maidman [ctb]
MaintainerBen Sherwood <[email protected]>
LicenseMIT + file LICENSE
Version2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("rqPen")

Try the rqPen package in your browser

Any scripts or data that you put into this service are public.

rqPen documentation built on May 6, 2019, 1:08 a.m.