qs_control: Control quantreg_spacing parameters

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

Control quantreg_spacing parameters

Description

Control quantreg_spacing parameters

Usage

qs_control(
  trunc = TRUE,
  small = 1e-06,
  lambda = NULL,
  output_quantiles = TRUE,
  calc_avg_me = FALSE,
  calc_r2 = TRUE,
  ...
)

Arguments

trunc	whether to truncate residual values below the argument "small"
small	level of "small" values to guarentee numerical stability. If not specified, set dynamically based on the standard deviation of the outcome variable.
lambda	For penalized regression, you can specify a level of lambda which will weight the penalty. If not set, will be determined based on 10-fold cross-validation.
output_quantiles	whether to save fitted quantiles as part of the function output
calc_avg_me	whether to return average marginal effects as part of the fitted object
calc_r2	whether to calculate psuedo-r2 for quantile regression
...	Other arguments, ignored for now

Details

control parameters to pass to the control arguments of quantreg_spacing, the lower-level function called by qs. This is set via the function qs_control, which returns a named list, with elements including:

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