fit_lasso: Fit a quantile regression w/ a lasso penalty

In be-green/quantspace: Quantile Regression via Quantile Spacing

Fit a quantile regression w/ a lasso penalty

Description

Fit a quantile regression w/ a lasso penalty

Usage

fit_lasso(
  x,
  y,
  tau = 0.5,
  lambda = NULL,
  weights = NULL,
  intercept = TRUE,
  coef.cutoff = 1e-04,
  method = "sfn",
  ...
)

Arguments

x	design matrix
y	outcome variable
tau	target quantile
lambda	weight for penalization factor
weights	optional observation weights
intercept	whether or not to model the intercept
coef.cutoff	what value for a coefficient is considered 0
method	what underlying regression method to use for fitting
...	other arguments to pass to method

be-green/quantspace documentation built on March 20, 2024, 5:30 p.m.